- Pass FilteredCIVOnly as a cell array; FilteredCIVOnlyCell = num2cell(FilteredCIVOnly);
- Transpose FilteredCIVOnlyCell to ensure that the data is correctly interpreted as a sequence of timesteps by the function; [Xs,Xi,Ai,Ts] = preparets(net, {}, {}, FilteredCIVOnlyCell');
Deep Learning Error - how to fix code?
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I am using this link to implement a deep learning algorithim:
I followed most of the steps but modified slightly to fit my data. I am getting an error. How do I fix it?
Here is my code:
FilteredCIV = CIV(strcmp(CIV.SYMBOL,UnderlyingSymbols.SYMBOL(i)),:);
FilteredCIV = FilteredCIV(FilteredCIV{:,2} <= datenum(2024,2,5),:);
FilteredCIVOnly = table2array(FilteredCIV(:,"COMPOSITE_IMPLIED_VOLATILITY"));
net = narnet(1:2,10,'none','trainbr');
[Xs,Xi,Ai,Ts] = preparets(net,{},{},FilteredCIVOnly);
net = train(net,Xs,Ts,Xi,Ai);
[Y,Xf,Af] = net(Xs,Xi,Ai);
[netc,Xic,Aic] = closeloop(net,Xf,Af);
Yc = netc(cell(0,20),Xic,Aic);
Here is CIV table:
>> CIV
CIV =
2452×3 table
SYMBOL TRADE_DATE COMPOSITE_IMPLIED_VOLATILITY
_______ __________ ____________________________
{'SPX'} 7.3585e+05 12.596
{'SPX'} 7.3585e+05 13.243
{'SPX'} 7.3585e+05 13.868
{'SPX'} 7.3585e+05 13.621
{'SPX'} 7.3585e+05 14.706
Here is error:
Index in position 2 exceeds array bounds. Index must not exceed 1.
Error in preparets (line 317)
xi = xx(:,FBS+((1-net.numInputDelays):0));
Error in ForecastModel (line 58)
[Xs,Xi,Ai,Ts] = preparets(net,{},{},FilteredCIVOnly);
Thank you
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Answers (1)
Venu
on 7 Mar 2024
To pass the data properly to preparets, make these two adjustments in your code.
Hope this helps!
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