abde0103 / IMAGE-PROCESSING-TOOLS-FOR-FINANCIAL-TIME-SERIES-CLASSIFICATION

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To train and do 4-Fold Cross validation, just run \ python train.py --data training_data/w30level2jump10 --in_channel 3 --eval --epochs 3 --cv 4 --resizing 50 --kernel 3

To Cross validation for all dataset and store the results list_of_data = os.listdir("training_data") for data in list_of_data: !(python train.py --data training_data/{data} --in_channel 3 --eval --epochs 3 --cv 4 --resizing 50 --kernel 3) > results/{data}.out

One you have the best dataset. To split it in train and test set run python train_test_split.py --data training_data/w360level3jump10 --ratio 0.8 --output evaluation/fourier

To train on training set and save the model python train.py --data evaluation/train --in_channel 3 --epochs 3 --resizing 50 --kernel 3 --save_model model

To evaluate the model on test set

python evaluate.py --data evaluation/test --model model/model__epoch_2.pth --in_channel 3 --resizing 50 --out_dir test_results

check some outputs in test_results folder

To create a dataset for NN with a windowsize of 360, jumps of 10, run

Method DWT + Fourier spectrogram python multithread.py --w 360 --jump 10 --level 2 --method dwt --fourier True

Method DWT + Wavelet scalogram python multithread.py --w 360 --jump 10 --level 2 --method dwt --fourier False

Method SSA + Fourier spectrogram python multithread.py --w 360 --jump 10 --w_ssa 50 --thresh 0.9 --method ssa --fourier True

Method SSA + wavelet scalogram python multithread.py --w 360 --jump 10 --w_ssa 50 --thresh 0.9 --method ssa --fourier False

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