Hey all, This post is a fork of a thread in the post "community interest in machine learning<https://groups.google.com/forum/?fromgroups#!topic/clojure/heBrnBuUGqs>". Some of us were starting to take a deep dive into clojure-encog<https://github.com/jimpil/clojure-encog> and I thought it would be a good idea to have a new thread for that.
So I took a look at the way encog-java<https://github.com/encog/encog-java-core> (what clojure-encog <https://github.com/jimpil/clojure-encog> wraps) loads tick data into it's system. There is a YahooFinanceLoader<https://github.com/encog/encog-java-core/blob/master/src/main/java/org/encog/ml/data/market/loader/YahooFinanceLoader.java>that pulls csv data from a URL. But it assumes that prices only have a daily granularity. Now, the encog-java system seems to have the concept of granularity going down to the second (see here<https://github.com/encog/encog-java-core/blob/master/src/main/java/org/encog/util/time/TimeUnit.java>). But all of it's market loaders and list of ticks, seem to stop at a time granularity of daily. See the LoadedMarketData source<https://github.com/encog/encog-java-core/blob/master/src/main/java/org/encog/ml/data/market/loader/LoadedMarketData.java>, which uses a daily-biased MarketDataType<https://github.com/encog/encog-java-core/blob/master/src/main/java/org/encog/ml/data/market/MarketDataType.java>. Obviously, that's not enough if we want to calculate on a second or sub-second interval. Ultimately the YahooFinanceLoader will give us a list of LoadedMarketData, which assumes daily price ticks. What I need to know is can I give the encog neural net a list of tick data that has second or sub-second intervals? Back over the clojure-encog, the thing that normalizes input data, the make-data<https://github.com/jimpil/clojure-encog/blob/master/src/clojure_encog/training.clj#L41>function only deals with doubles (not a list of tick data entries). The make-trainer and train<https://github.com/jimpil/clojure-encog/blob/master/src/clojure_encog/training.clj#L137>functions seem to iterate for the number of strategies that you've specified. But I can't see in BackPropogation<https://github.com/encog/encog-java-core/blob/master/src/main/java/org/encog/neural/networks/training/propagation/back/Backpropagation.java>or it's superclass<https://github.com/encog/encog-java-core/blob/master/src/main/java/org/encog/neural/networks/training/propagation/Propagation.java>, where that tick data is actually processed (init and iteration methods seem to just setup a background process). So I'm left wondering how I can give the core encog neural-net a list of tick data that has a second or sub-second granularity? Hmmm Tim Washington Interruptsoftware.ca 416.843.9060 -- You received this message because you are subscribed to the Google Groups "Clojure" group. To post to this group, send email to clojure@googlegroups.com Note that posts from new members are moderated - please be patient with your first post. To unsubscribe from this group, send email to clojure+unsubscr...@googlegroups.com For more options, visit this group at http://groups.google.com/group/clojure?hl=en
