Hi Everyone,
I am trying to model the commodity prices using neural networks. I have 20 independent variables and one target.
When I use Statistica package to run experiments, I was able to achieve predictions up to 97% accuracy. However, my goal is to embedded the network into a real time predictive analysis. Hence I am trying to do the same with SAP HANA.
However, with the predictive analytics library in SAP HANA I am getting negative decimal values like (-0.3568941235648891) but the value I am trying to predict ranges from 1500 to 3800.
Below are the settings for building my model
CREATE LOCAL TEMPORARY COLUMN TABLE "#PARAMS" LIKE "T_PARAMS";
INSERT INTO "#PARAMS" VALUES ('HIDDEN_LAYER_ACTIVE_FUNC', 3, null, null);
INSERT INTO "#PARAMS" VALUES ('OUTPUT_LAYER_ACTIVE_FUNC', 3, null, null);
INSERT INTO "#PARAMS" VALUES ('LEARNING_RATE', null, 0.1, null);
INSERT INTO "#PARAMS" VALUES ('MOMENTUM_FACTOR', null, 0.1, null);
INSERT INTO "#PARAMS" VALUES ('HIDDEN_LAYER_SIZE', null, null, '1');
INSERT INTO "#PARAMS" VALUES ('MAX_ITERATION', 500, null, null);
INSERT INTO "#PARAMS" VALUES ('FUNCTIONALITY', 1, null, null); -- 0:Classification; 1:Regression
INSERT INTO "#PARAMS" VALUES ('TARGET_COLUMN_NUM', 1, null, null);
INSERT INTO "#PARAMS" VALUES ('TRAINING_STYLE', 0, null, null); -- 0:Batch; 1:Stochastic
INSERT INTO "#PARAMS" VALUES ('NORMALIZATION', 1, null, null); -- 0:Normal; 1:Z-transform; 2:Scalar
INSERT INTO "#PARAMS" VALUES ('WEIGHT_INIT', 0, null, null); -- 0:all zeros; 1: normal; 2: uniform
--INSERT INTO "#PARAMS" VALUES ('CATEGORY_COL', 0, null, null);
Please is there something I am doing wrong here.
Thank you.