Analyzing Predictions

Once you have created and trained a prediction for a data series, you will probably want to analyze the prediction to evaluate how well it modeled the historical data. Every time you train a prediction, TradingSolutions automatically analyzes the predicted values against the desired outputs to determine the fitness of the model.

Viewing Prediction Analysis

There are several ways to view the analysis of a prediction:

·      From the Portfolio View

Select Analyze Predictions… from the context menu for a data series. This will display the Modify Data Series Dialog: Predictions page, which contains a list of all of the predictions for that data series. Individual predictions can then be analyzed by selecting them from the list and pressing the Analyze… button.

·      From a Chart View

Select Analyze Field… from the context menu for a predicted field in the chart.

·      From a Spreadsheet View

Select Analyze Field… from the context menu for the heading of predicted field in the spreadsheet.

·      From the Modify Data Series Dialog

Select the Predictions tab to display a list of all of the predictions for the data series. Individual predictions can be analyzed by selecting them from the list and pressing the Analyze… button.

·      From the Modify Field Dialog

Select the Training Analysis tab to display the analysis of a prediction.

Ä    Note: Prediction analysis only appears for fields at the data series level. For prediction fields that were created at the portfolio or subgroup level, the analysis of those fields appears with each data series in the portfolio or subgroup.

Using any of these methods will display the Modify Field Dialog: Training Analysis page.

Analyzing a Specific Prediction

The Modify Field Dialog: Training Analysis page contains several sub-pages that display the analysis of the training of the model. The sub-pages contain a summary of the training information, as well as a comparison of the results to the desired output.

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