data extension

Answered
78
4
created on 2020-12-24 02:21:57

Comments (4)

Yongcheng · about 3 weeks ago

Hello,


You won't be able to get data before 2003 or after 2016. The data youre allowed to use should fall within the 2003::2016 universe. May I know what issues you are facing regarding the current data?

Douniazakaria · about 3 weeks ago

Hello,


As the first weights have to be generated before / on 02/01/2004 (1 year calibration/training), the concern is that the model we are trying to implement is trained over a period longer than one year ! 



Yongcheng · about 3 weeks ago

Hello,


In this case I suggest that you start with an initial period of 1 year of training, and then apply an expanding window.


Hope this clears it up

Douniazakaria · about 3 weeks ago

Hello Yongcheng,


Happy new year to you and Aphien team,

Thanks for your reply and explantation, it's clear for me,


Regards,


Zakaria