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direction-classifier

Classify time series based on its future direction. Example outputs: "Will go up by x amount", "will go down by x amount".

NOTE:

  • Uses hourly data
  • Keep x amount flexible (5, 10, 20?)
  • Difference data?
  • Use external series:
    • moving/exp moving avg
    • rsi/other indicators
    • fourier coefficients?
  • interactive GUI

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