Malaysia
2025-04-25 17:04
IndustryImpact of feature lagging on prediction accuracy
#CurrencyPairPrediction
Impact of Feature Lagging on Prediction Accuracy
Feature lagging involves using past values of variables (lags) as inputs to predict future outcomes, which is common in time-series models like those used in forex:
Captures Temporal Patterns: Lagged features help models recognize trends, cycles, and momentum in price movements.
Prevents Data Leakage: By only using past data, lagging ensures the model doesn’t inadvertently use future information.
Improves Accuracy: Properly selected lags can enhance predictive power by providing relevant historical context.
Risk of Redundancy: Too many or irrelevant lagged features can lead to overfitting or dilute important signals.
When applied thoughtfully, feature lagging strengthens the model’s temporal awareness and improves forecasting accuracy in financial time series.
Like 0
Pratha
Trader
Hot content
Industry
Event-A comment a day,Keep rewards worthy up to$27
Industry
Nigeria Event Giveaway-Win₦5000 Mobilephone Credit
Industry
Nigeria Event Giveaway-Win ₦2500 MobilePhoneCredit
Industry
South Africa Event-Come&Win 240ZAR Phone Credit
Industry
Nigeria Event-Discuss Forex&Win2500NGN PhoneCredit
Industry
[Nigeria Event]Discuss&win 2500 Naira Phone Credit
Forum category

Platform

Exhibition

Agent

Recruitment

EA

Industry

Market

Index
Impact of feature lagging on prediction accuracy
#CurrencyPairPrediction
Impact of Feature Lagging on Prediction Accuracy
Feature lagging involves using past values of variables (lags) as inputs to predict future outcomes, which is common in time-series models like those used in forex:
Captures Temporal Patterns: Lagged features help models recognize trends, cycles, and momentum in price movements.
Prevents Data Leakage: By only using past data, lagging ensures the model doesn’t inadvertently use future information.
Improves Accuracy: Properly selected lags can enhance predictive power by providing relevant historical context.
Risk of Redundancy: Too many or irrelevant lagged features can lead to overfitting or dilute important signals.
When applied thoughtfully, feature lagging strengthens the model’s temporal awareness and improves forecasting accuracy in financial time series.
Like 0
I want to comment, too
Submit
0Comments
There is no comment yet. Make the first one.
Submit
There is no comment yet. Make the first one.