Modify Field Dialog: Training Analysis

 

The Modify Field Dialog allows you to analyze and modify the properties of a field. The Training Analysis page allows you to view an analysis of the prediction results versus the desired values.

 

&  For help with predictions, see Predicting and Modeling Financial Data.

Analyzing Prediction Training Results

After a prediction has been trained, the outputs of the prediction are compared to the desired values. Several sub-pages are available for viewing the values and analysis of this comparison.

0   Overview

This sub-page displays an overview of the training, including the date ranges used and the number of epochs trained.

0   Learning Curve

This sub-page displays the learning curve of the best training pass. The learning curve is a graph of the internal error for each epoch.

0   Normalized Error

This sub-page displays an analysis of the difference between the desired values and the predicted values for non-signal predictions.

0   Correlation

This sub-page displays an analysis of the statistical correlation between the desired values and the predicted values for non-signal predictions.

0   Directional Accuracy

This sub-page displays an analysis of the directional accuracy of a predicted non-signal value.

0   Training Optimization

This sub-page displays a graph of the best cost, mean cost, and worst cost for each generation of the training optimization.

0   Error Analysis

This sub-page displays a combined analysis of the normalized error, correlation, and percent correct signal for predicted signals.

0   Prediction Matrix

This sub-page displays an analysis of the directional accuracy of a predicted signal.

0   Postprocessing Optimization

This sub-page displays a graph of the best cost, mean cost, and worst cost for each generation of the postprocessing optimization.

 

&  For help using sub-pages, see the help for Property Pages.

Handling Training Errors

If the training or calculation phase for a prediction fails, the reason for that failure is displayed in the analysis text on each sub-page. See Help for Specific Messages for additional help with failure messages. If you cannot locate help with a specific problem, try retraining the prediction to see if this corrects the problem.

What Do I Do Next?

When you are finished updating the properties of the field, press the OK button to save your changes or select another property page. If you would like to exit from this dialog without performing any changes, press the Cancel button.

Additional Property Pages

The Modify Field Dialog has many different property pages that will be displayed as is appropriate for the type of field being modified. For information on the other property pages available, see the help for the Modify Field Dialog.

How Did I Get Here?

The Modify Field Dialog appears when you select to modify or analyze the selected field from the Modify Data Series Dialog or the Modify Portfolio/Group Dialog. It is also displayed when you select Modify Field… from the context menu for a field in a chart or spreadsheet.