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Category: Savitzky-Golay

1 April 2019Currency Strength, Kalman, Octave, Savitzky-Golay

Test of Constant Velocity Model Kalman Filter

Following on from my previous post, this post is a more detailed description of the testing methodology to test kinematic motion models […]

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20 April 2017Currency Strength, Feature extraction, Moving averages, Neural nets, Octave, Savitzky-Golay

Using the BayesOpt Library to Optimise my Planned Neural Net

Following on from my last post, I have recently been using the BayesOpt library to optimise my planned neural net, and this post […]

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28 September 2015Feature extraction, Octave, Savitzky-Golay

Runge-Kutta Example and Code

Following on from my last post I thought I would, as a first step, code up a “straightforward” Runge-Kutta function and show how […]

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