FPS: FAQ:
Frequently Asked Questions
- What
is FPS?
- Who
should use FPS?
- What
functions does FPS provide?
- What
do I need in order to run FPS?
- What can
I do as a developer?
- My question
isn't answered here. Whom should I ask?
- What
is FPS?
FPS (Fast Prediction via Sparsity) is a high performance tool that predicts the future
values of a time series based on sparse correlations between this time series and other time series
in a real-time environment.
- Who
should use FPS?
People who require real-time prediction over one or many time series.
- What
functions does FPS provide?
FPS provide a Matlab object IncrementalPredict.m that can do real-time predictions
on a particular series based on other series and itself. FPS also provides a Matlab function
train_model.m that, given a training data and sets of parameters, return the parameters that
are likely to produce more profits in the test data than other parameters among all the given parameters.
- What
do I need in order to run FPS?
FPS is built in Matlab, so it can run on Windows/Unix/Linux .
To run FPS, Matlab is necessary. Users can buy it from here.
-
What can I do as a developer?
In the software package, two files IncrementalPredict.m and train_model.m are included. A developer can easily integrate these two files
into his or her Matlab project. People can find a sample usage of train_model.m and IncrementalPredict.m in sample_run.m. All the codes
are fully documented and thus easy to follow. Any questions or feedbacks are welcome.
- My
question isn't answered here. Whom should I ask?
You can send email to shasha@cs.nyu.edu or jjx203@cs.nyu.edu to contact the authors
of the software.
Maintained by jjx203@cs.nyu.edu
Last Updated Dec 17th, 2009