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Category: Delay Embedding

18 June 2020Delay Embedding, Feature extraction, Machine Learning, Monte Carlo, Neural nets, Synthetic Data

More Work on RVFL Networks

Back in November last year I posted about Random Vector Functional Link (RVFL) networks here and here. Since then, along with my […]

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13 November 2019Bayesian Optimisation, Delay Embedding, Neural nets, Octave

Random Vector Functional Link Networks

In my last post I briefly mentioned Random Vector Functional Link networks and that this post would be about them, inspired by […]

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30 October 2019Delay Embedding, Machine Learning, Monte Carlo, Neural nets, Octave, Synthetic Data

Weight Agnostic Neural Net Training

I have recently come across the idea of weight agnostic neural net training and have implemented a crude version of this combined […]

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1 October 2019Currency Strength, Cycle Period, Delay Embedding, Feature extraction, Machine Learning, Octave, R

Ideal Cyclic Tau Embedding as Times Series Features

Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function based on these ideas […]

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16 September 2019Delay Embedding, Market Classifier, Monte Carlo, Octave, Synthetic Data

The Ideal Tau for Time Series Embedding?

In my Preliminary Test Results of Time Series Embedding post I got a bit ahead of myself and mistakenly quoted the ideal […]

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