Changeset 1423 for applications/robust/main.cpp

Timestamp:

01/27/12 18:09:09 (12 years ago)

Author:

sindj

Message:

Nevim jake zmeny. JS

Files:

• applications/robust/main.cpp (modified) (2 diffs)

applications/robust/main.cpp

@@ -31 +31 @@
 const int max_model_order         = 2;
 const double apriorno             = 0.01;
-const int max_window_size         = 30;
+const int max_window_size         = 40;
 const int utility_order           = 25;
 const int prediction_time         = 30;
 const double min_utility_argument = 0.001;
-const double max_investment       = 10.0;
+const double max_investment       = 3.0;
 const int sample_size                     = 5000;
-const char* commodity                 = "BP\\";
+const char* commodity                 = "TY\\";
 
 /*
@@ -484 +484 @@
                         for(int window_size = max_window_size-1;window_size < max_window_size;window_size++)
                         {
-                                models.push_back(new model((*model_type),true,true,window_size,0,&data_matrix));   // to su len konstruktory, len inicializujeme rozne typy
-                                models.push_back(new model((*model_type),false,true,window_size,0,&data_matrix));
+                                //if(model_type->size()<max_model_order)
+                                //{
+                                        models.push_back(new model((*model_type),true,true,window_size,0,&data_matrix));   // to su len konstruktory, len inicializujeme rozne typy
+                                        models.push_back(new model((*model_type),false,true,window_size,0,&data_matrix));
+                                //}
                                 models.push_back(new model((*model_type),true,false,window_size,0,&data_matrix));
                                 models.push_back(new model((*model_type),false,false,window_size,0,&data_matrix));