Neuro-Lab: NN Indicator meanings
Author: ichechet
Creation Date: 1/10/2011 12:41 PM
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ichechet

#1
NN Indicator shows values from 1 to 100. If the value is bigger than previous then NN means that the more output value is predicted. Is it possible to get Predicted Output like I see it in Evaluate tab? Or is any other meaning I can use from NN Indicator in my strategy?
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jayram

#2
When I used NL I just used the information from the Evaluation Tab to set my buy and sell thresholds in my strategy code...i.e. if NN indicator > x then buy. Is there something else that you want to get to?
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LenMoz

#3
ichechet,

QUOTE:
Is it possible to get Predicted Output like I see it in Evaluate tab?

The only way I know of is to look at the XML of the trained network, specifically tags MinOutput and MaxOutput. An NN value of 1 corresponds to a predicted value of MinOutput. An NN value of 100 corresponds to a predicted value of MaxOutput. I presume middle values can be linearly interpolated.

Side Note: I use the "Evaluate Performance" tab to determine the quality and robustness of the neural network. A predictive network should show the upper bars in red, decreasing in size as you go down, then changing to ever larger green bars. If the pattern described does not appear, your inputs are not predictive of the output. More importantly, the shape of the bar pattern should be similar between "Use In-Sample Range" and "Use Out-Sample Range". If the "In" shows a good pattern, but the "Out" doesn't, your network is overtrained.

I agree with jayram's use of evaluate as well, as a starting point. Then I usually use a parameter and strategy optimization to fine tune

Len