We will now illustrate how to obtain a neural network in R, and also how to use these models to obtain predictions. To achieve these goals we will split our data set in two time windows, one used to obtain the neural network and the other to evaluate it, i.e. to test how well the model predicts the target variable values. In Section 3.3.2 we will address more thoroughly the issue of evaluating time series models. For now let us simply split our data in two time windows, one consisting of the first 20 years of quotes data, and the other with the remaining 12 years,
We will now illustrate how to obtain a neural network in R, and also how to use these models to obtain predictions. To achieve these goals we will split our data set in two time windows, one used to obtain the neural network and the other to evaluate it, i.e. to test how well the model predicts the target variable values. In Section 3.3.2 we will address more thoroughly the issue of evaluating time series models. For now let us simply split our data in two time windows, one consisting of the first 20 years of quotes data, and the other with the remaining 12 years,
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