An implementation of prediction calculation using APL and Clipper

Authors:
Inna N. Luneva;Sergei M. Obraztsov;Alexander L. Shimkevich
Affiliations:
Institute of Physics and Power Engineering, 249020, Obninsk, Russia;Institute of Physics and Power Engineering, 249020, Obninsk, Russia;Institute of Physics and Power Engineering, 249020, Obninsk, Russia
Venue:
APL '94 Proceedings of the international conference on APL : the language and its applications: the language and its applications
Year:
1994

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Abstract

This paper describes the algorithm for the prediction calculation based upon the non-linear algebraic models' self-organization. Special block for a function recognition provides the decrease of the predicted equations exhaustive search at every stage of model building. Another peculiarity is the bootstrap use as supplementary external criterion. The implementation of this algorithm is a complex software system (calculating module is built in APL*PLUS and user-friendly interface is built in Clipper 5.01). This system works as DOS-application for Windows with dynamic data exchange. We present results of testing the system on real currency exchange rate.