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"Time series Labeling"
Hello!
Does anyone know how I can generate a new binary attribute based on whether the next value in a time series stock price is UP or DOWN?
For example, If I have
time1: 50
time2: 60
time3: 40
Then, the generated attibute would be
time1: UP
time2: DOWN
time3: ?
Thank you in advance
Does anyone know how I can generate a new binary attribute based on whether the next value in a time series stock price is UP or DOWN?
For example, If I have
time1: 50
time2: 60
time3: 40
Then, the generated attibute would be
time1: UP
time2: DOWN
time3: ?
Thank you in advance
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0
Answers
The operator LabelTrend2Classification does exactly this; but if your attribute is not the label you might need to designate it as such, using the ChangeAttributeRole operator, apply the LabelTrend2Classification operator, and then change back to the original label.
Actually there is also a ChangeAttributeType operator which appears to do the same as the ChangeAttributeRole, so two for the price of one!
Thank you for your response. I was wondering if there is a way to set a threshold, so the trend defition is set only if the change in values is above this threshold.
Do you know if this is possible?
Best Regards,
Andre
Should tell you in the documentation.
Does anyone know how to do this?
did you already applied a windowing function onto your time series? Then you could use feature construction and a UserBasedDiscretization to fullfill your goal. Lets say you have something like that as an example
time-3 time-2 time-1 time-0
30 40 45 52
You could then construct a new attribute difference using time-0 - time-1.
time-3 time-2 time-1 time-0 difference
30 40 45 52 7
Using a UserBasedDiscretization you could wrap everything between -5 and 5 to stable and the rest onto down or up.
Greetings,
Sebastian