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Ameya Deoras

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Files Posted by Ameya View all
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12 Sep 2012 Screenshot Real-Time Stock Viewer Plot and analyze live market data from Bloomberg or Yahoo. Author: Ameya Deoras datafeed, finance, bloomberg, timers, yahoo, analysis 67 2
  • 4.0
4.0 | 6 ratings
12 Sep 2012 Screenshot Graphically explore the Black-Scholes-Merton Option Pricing Model Visualize option price & gradient surfaces Author: Ameya Deoras gui, option, black scholes 40 0
21 Dec 2011 Screenshot Customizable Heat Maps Visualize data as a heatmap with many customizable options. Author: Ameya Deoras heat map, heatmap, color map, visualization 144 8
  • 5.0
5.0 | 12 ratings
10 Nov 2011 Screenshot Credit Risk Modeling with MATLAB These are the supporting MATLAB files for the MathWorks webinar of the same name. Author: Ameya Deoras treebagger, bond, var, credit risk, cvar, transition matrices 67 28
  • 5.0
5.0 | 8 ratings
06 May 2011 Screenshot Electricity Load and Price Forecasting Webinar Case Study Slides and MATLAB® code for the day-ahead system load and price forecasting case study. Author: Ameya Deoras artificial intelligen..., electricity load, electricity, neural network, electricity demand, electricity price 144 38
  • 4.27273
4.3 | 11 ratings
Comments and Ratings by Ameya View all
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10 May 2012 Electricity Load and Price Forecasting Webinar Case Study Slides and MATLAB® code for the day-ahead system load and price forecasting case study. Author: Ameya Deoras

Izi, that error seems to suggest that you are calling the genPredictors function without any inputs. “data” is a required input for the function and needs to be specified. See loadScriptNN for an example of how to use this function.

10 May 2012 Electricity Load and Price Forecasting Webinar Case Study Slides and MATLAB® code for the day-ahead system load and price forecasting case study. Author: Ameya Deoras

Satya, is the Neural Network predicting 0 load in MATLAB or in the Excel spreadsheet? If it is fine in MATLAB you may need to investigate if the model is being loaded correctly in the Excel side.
07 Dec 2011 Intelligent Dynamic Date Ticks Create plots with date-friendly data cursors and smart date ticks that scale with zooming & panning. Author: Ameya Deoras

Jose, this function won't eliminate the dead space you see because it only modifies the ticks that would be drawn by datetick. What you need is the ability to modify the x-values in your dataset so that when they are plotted the data are no longer evenly spaced in the x-dimension. This is a much more challenging problem that this function is not set up to address.

06 Sep 2011 Electricity Load and Price Forecasting Webinar Case Study Slides and MATLAB® code for the day-ahead system load and price forecasting case study. Author: Ameya Deoras

Jack, there are two places where prediction is shown. In loadForecastNN, look for the line "forecastLoad = sim(net, testX')';". Please also take a look at my comment from 20 May 2011 for an example on using the function forecastLoad to create a prediction.

There are 3 ways of doing multi-step prediction:
1. You can build a NARX network. There are examples in the documentation that show how to do multi-step with such a network.
2. You can build a feedforward network designed for predicting N steps ahead. That is what I do in this example - build a network for 24 step-ahead prediction. This is done by lagging the inputs 24 observation. The function createLags above will do this for you.
3. Run the prediction in a loop. The function multiPredict above does this for a 1-step network. In the context of this example, you can use the N-step model to do 2N, 3N, 4N... step prediction.

While I don't think the lack of multi-step prediction warrants a 1-star rating, you are of course entitled to rate it based on whatever criteria make sense to you. This is not intended to be a tutorial on Neural Networks Toolbox so I can't possibly include everything there is to know about using it. I encourage you to consult the documentation or contact technical support for help with your specific needs.
06 Sep 2011 Electricity Load and Price Forecasting Webinar Case Study Slides and MATLAB® code for the day-ahead system load and price forecasting case study. Author: Ameya Deoras

Here is a function that can be used to run multi-step prediction from a 1-step feed-forward network:

function pred = multiPredict(net, X, numSteps)
% multiPredict performs iterated prediction with a feed-forward neural
% network.
%
% SYNTAX: pred = multiPredict(net, X, numSteps)
%
% INPUTS:
% net is a feed-forward neural net
% X is a matrix of size numObservations * numPredictors
% numSteps is the number of steps to predict (eg. 10)
%
% OUTPUTS:
% pred is a matrix of size numObservations * numSteps where every column is
% the ith step prediction for that sample observations. The first column is
% the 1-step prediction, the second columns is the 2-step prediction and so
% on.

numObs = size(X,1);
pred = zeros(numObs, numSteps);
pred(:, 1) = net(X')';
for i = 2:numSteps
X = [pred(:,i-1) X(:,1:end-1)];
pred(:,i) = net(X')';
end
Comments and Ratings on Ameya's Files View all
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26 Jun 2013 Financial Seminar Demos Demos commonly used at The MathWorks financial modeling seminars. Author: Ameya Deoras Alinezhad, Pourya

25 Jun 2013 Intelligent Dynamic Date Ticks Create plots with date-friendly data cursors and smart date ticks that scale with zooming & panning. Author: Ameya Deoras Komarov, Oleg

If I zoom in, then undo (CTRL+Z), the axis ticks are not updated.

14 Jun 2013 Electricity Load and Price Forecasting Webinar Case Study Slides and MATLAB® code for the day-ahead system load and price forecasting case study. Author: Ameya Deoras Jorge

01 Jun 2013 Intelligent Dynamic Date Ticks Create plots with date-friendly data cursors and smart date ticks that scale with zooming & panning. Author: Ameya Deoras roman

01 May 2013 Customizable Heat Maps Visualize data as a heatmap with many customizable options. Author: Ameya Deoras Maxim

Wow! Where I've been all this time! Thanks a lot.
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Files Tagged by Ameya View all
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12 Sep 2012 Screenshot Graphically explore the Black-Scholes-Merton Option Pricing Model Visualize option price & gradient surfaces Author: Ameya Deoras gui, option, black scholes 40 0
21 Dec 2011 Screenshot Customizable Heat Maps Visualize data as a heatmap with many customizable options. Author: Ameya Deoras heat map, heatmap, color map, visualization 144 8
  • 5.0
5.0 | 12 ratings
06 May 2011 Screenshot Electricity Load and Price Forecasting Webinar Case Study Slides and MATLAB® code for the day-ahead system load and price forecasting case study. Author: Ameya Deoras artificial intelligen..., electricity load, electricity, neural network, electricity demand, electricity price 144 38
  • 4.27273
4.3 | 11 ratings
08 Feb 2011 Screenshot Intelligent Dynamic Date Ticks Create plots with date-friendly data cursors and smart date ticks that scale with zooming & panning. Author: Ameya Deoras date axes, date ticks, plot, dates, datetick, handle graphics 83 17
  • 4.92308
4.9 | 13 ratings
03 Jan 2011 Published MATLAB Files Energy Trading & Risk Management with MATLAB Webinar Case Study MATLAB code for the generation asset risk analysis case study Author: Ameya Deoras market risk, electricity, cashflow at risk, model, energy trading, generator valuation 62 10
  • 5.0
5.0 | 6 ratings

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