{
  "id": 302530,
  "title": "Target (t-1) as a feature",
  "url": "/competitions/g-research-crypto-forecasting/discussion/302530",
  "author_name": "",
  "post_date": "2022-01-22T23:59:44.059415300Z",
  "votes": 1,
  "comment_count": 4,
  "views": 0,
  "content": "<p>how to use the target(t-1) as an independent variable to predict target(t) as well as the log_return<br>\nwith this submission api</p>",
  "messages": [
    {
      "id": "1660768",
      "postDate": "01/22/2022 23:59:44",
      "content": "<p>how to use the target(t-1) as an independent variable to predict target(t) as well as the log_return<br>\nwith this submission api</p>",
      "rawMarkdown": "how to use the target(t-1) as an independent variable to predict target(t) as well as the log_return\nwith this submission api",
      "votes": null
    },
    {
      "id": "1661769",
      "postDate": "01/23/2022 17:25:33",
      "content": "<p>How do you calculate target(t-1)? </p>",
      "rawMarkdown": "How do you calculate target(t-1)?",
      "votes": null
    },
    {
      "id": "1664358",
      "postDate": "01/25/2022 22:16:05",
      "content": "<p>in the api, which we need for the submission, I do not think target(t-1) is not provided, so it won't be possible. Otherwise it's a good idea for things like the kalman filter.</p>",
      "rawMarkdown": "in the api, which we need for the submission, I do not think target(t-1) is not provided, so it won't be possible. Otherwise it's a good idea for things like the kalman filter.",
      "votes": null
    },
    {
      "id": "1667374",
      "postDate": "01/28/2022 14:06:03",
      "content": "<p>Hi <a href=\"https://www.kaggle.com/chrisrichardmiles\" target=\"_blank\">@chrisrichardmiles</a> sry for the late respond .<br>\nafter thinking about it it seems that at an instant t you don't have the target(t-1) <br>\nbecause it is equal log(close(t+15)/close(t)) and we don't have the close(t+15) <br>\nso we can only use target(t-16) as a feature </p>",
      "rawMarkdown": "Hi @chrisrichardmiles sry for the late respond .\nafter thinking about it it seems that at an instant t you don't have the target(t-1) \nbecause it is equal log(close(t+15)/close(t)) and we don't have the close(t+15) \nso we can only use target(t-16) as a feature",
      "votes": null
    },
    {
      "id": "1667583",
      "postDate": "01/28/2022 18:28:50",
      "content": "<p>No worries. That seems to be true, good point.</p>",
      "rawMarkdown": "No worries. That seems to be true, good point.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 1661769,
      "author_name": "chrisrichardmiles",
      "author_url": "",
      "post_date": "01/23/2022 17:25:33",
      "content": "<p>How do you calculate target(t-1)? </p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 1664358,
      "author_name": "zhaonat",
      "author_url": "",
      "post_date": "01/25/2022 22:16:05",
      "content": "<p>in the api, which we need for the submission, I do not think target(t-1) is not provided, so it won't be possible. Otherwise it's a good idea for things like the kalman filter.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 1667374,
      "author_name": "youssefouertani",
      "author_url": "",
      "post_date": "01/28/2022 14:06:03",
      "content": "<p>Hi <a href=\"https://www.kaggle.com/chrisrichardmiles\" target=\"_blank\">@chrisrichardmiles</a> sry for the late respond .<br>\nafter thinking about it it seems that at an instant t you don't have the target(t-1) <br>\nbecause it is equal log(close(t+15)/close(t)) and we don't have the close(t+15) <br>\nso we can only use target(t-16) as a feature </p>",
      "votes": null,
      "replies": [
        {
          "id": 1667583,
          "author_name": "chrisrichardmiles",
          "author_url": "",
          "post_date": "01/28/2022 18:28:50",
          "content": "<p>No worries. That seems to be true, good point.</p>",
          "votes": null,
          "replies": []
        }
      ]
    }
  ],
  "raw_markdown_by_id": {
    "1660768": "how to use the target(t-1) as an independent variable to predict target(t) as well as the log_return\nwith this submission api",
    "1661769": "How do you calculate target(t-1)?",
    "1664358": "in the api, which we need for the submission, I do not think target(t-1) is not provided, so it won't be possible. Otherwise it's a good idea for things like the kalman filter.",
    "1667374": "Hi @chrisrichardmiles sry for the late respond .\nafter thinking about it it seems that at an instant t you don't have the target(t-1) \nbecause it is equal log(close(t+15)/close(t)) and we don't have the close(t+15) \nso we can only use target(t-16) as a feature",
    "1667583": "No worries. That seems to be true, good point."
  },
  "source": "meta"
}