Hi Andrew,
First thanks for a great set of classes. I am currently using the Genetic Algorithm routines and I have a question about using them with a financial time series of (for example) Futures end of day closing prices.
I have looked at the code for the Time Series example application and it appears to be evaluating "in sample" data for the prediction period e.g. the last 5 values to be predicted are being evaluated then recalculated using the bestFunction and the result presented side by side to the original price.
My question is how can create a "query" for a GA where I present it with sequence of (for example) the last 500 closing prices and get it to predict the prices for the prediction period - is this possible?
Thanks,
Paul.