Different Start / End Date for Train

Posted By: danatrader

Different Start / End Date for Train - 10/16/20 07:55

Is it possible for Training, to set different StarDate / EndDate for PARAMETERS and FACTORS.

Train Parameters based on long past time (e.g. 5 years) but FACTORS on the last 2 years only?
Don't seem to get it run, always end up on the FACTORS calcuöation with the information to check order of settings.

Posted By: Grat

Re: Different Start / End Date for Train - 10/16/20 09:26

try this:

edit:

Code

NumTrainCycles = 2;
if(TrainCycle == 1){
        StartDate    = 2018;
        EndDate     = 2020;
       set(RULES);

 }else if(TrainCycle == 2){
        StartDate    = 2020;
        EndDate     = 2020;
        set(PARAMETERS);
 }

Posted By: danatrader

Re: Different Start / End Date for Train - 10/16/20 11:53

Seems to be great, I get it, FACTORS is always last run?

My mistake was, I tried to use the set(PARAMETERS) for one run and set(FACTORS) for the other.

Posted By: Grat

Re: Different Start / End Date for Train - 10/16/20 14:27

edit

Posted By: danatrader

Re: Different Start / End Date for Train - 10/16/20 15:46

That's RULES + PARAMETERS, same possible for PARAMETERS + FACTORS?

Posted By: zzy

Re: Different Start / End Date for Train - 10/18/20 17:25

I am not sure if "PRELOAD" has to be set so that data will be reloaded for each of the TrainCycles?

Posted By: jcl

Re: Different Start / End Date for Train - 10/19/20 13:35

No, PRELOAD is something different. You can normally not generate factors in the same period as the parameters. It were an in-sample run and the factors were meaningless.