by laurontario » Sun Feb 03, 2008 7:39 pm
I tried the value predictor and I don't know hot to interpret the results - see below for StDev:
Trend prediction: Increase
Predicted value: N/A (value out of range: 22.49)
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Best pattern size: 3 (lowest MSE)
Best weight: 1.00
Matching pattern: [12.72 12.55 19.66] => 18.19
Marker: 872
Back-tests: 30
Mean Square Error: 18.243
Mean Absolute Percentage Error: 0.234
Valid trend predictions: 15 (50.0%)
5 best pattern sizes: Min=8.8, Max=22.5, Avg=14.3, StdDev=7.1, Increase=2, Decrease=3, Same=0
Trend prediction: Decrease
Predicted value: 9.33
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Best pattern size: 8 (most valid trend predictions)
Best weight: 1.00
Matching pattern: [20.79 15.11 15.78 18.56 15.66 11.81 11.41 18.23] => 9.31
Marker: 96
Back-tests: 30
Mean Square Error: 74.393
Mean Absolute Percentage Error: 0.410
Valid trend predictions: 24 (80.0%)
5 best pattern sizes: Min=8.8, Max=24.5, Avg=12.3, StdDev=6.8, Increase=1, Decrease=4, Same=0
Why do I get 2 trend predictions? Why is one saying Increase and the other one Decrease?!
Can someone shed a little bit of light on this?
Thanks a lot,
Laurentiu