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- Noxa replied Nov 19, 2008
Have you ever thought that a causal version of CSSA could be learned from SSA with a recurrent neural network such as an Echo State Network? Noxa
- Noxa replied Nov 12, 2008
Hacking markets with Noxa CSSA? Yes — Sorry if I am not fully rigorous sometimes. I have to preclude myself to imply things that are obvious to me. Squared was implied indeed as the covariance matrix is always square. But it remains that ...
- Noxa replied Nov 11, 2008
I meant that the basis functions used in SSA are data adaptive which gives its particular strength over classical spectral methods. SSA looks at the trajectory matrix for repeating patterns representing oscillations. This can also be achieved by ...
- Noxa replied Nov 11, 2008
Clarification about Noxa CSSA — This is true that SSA (Singular Spectrum Analysis) cannot be used to generate signals as it is not causal. A SSA package for NeuroShell Trader is free to download from our website www.noxapredict.com and we made ...
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