Add tanh-estimators indicator for normalized series
Author: abegy
Creation Date: 7/16/2017 7:02 AM
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abegy

#1
Hi Eugene,

Is it possible to add tanh-estimators as an indicator in Wealth-Lab to normalize a serie ?
As you will see in the following forum (https://stats.stackexchange.com/questions/7757/data-normalization-and-standardization-in-neural-networks), this is the best formula.

You have the same conclusion in the following article here : http://www.cse.msu.edu/~rossarun/pubs/RossScoreNormalization_PR05.pdf.
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Eugene

#2
Hi Alexandre,

Sorry, this is not my bread and butter. I don't know what these "tanh-estimators" are all about. So the answer to "is this possible" depends on your coding skills. If it presents difficulty you could try hiring a programmer with experience in this field.
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abegy

#3
Eugene,

Ok. I understand. But I find the java code for the formula here : https://github.com/xochipilli/Coinalyzer/blob/master/Coinalyzer/src/main/java/nu/dyn/caapi/coinalyzer/nn/normalizers/TanHNormalizer.java

Maybe it can be helpful ?