Data
FOREX_eurhuf-day-High

FOREX_eurhuf-day-High

active ARFF Publicly available Visibility: public Uploaded 04-06-2019 by Jan van Rijn
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Source: Dukascopy Historical Data Feed https://www.dukascopy.com/swiss/english/marketwatch/historical/ Edited by: Fabian Schut # Data Description This is the historical price data of the FOREX EUR/HUF from Dukascopy. One instance (row) is one candlestick of one day. The whole dataset has the data range from 1-1-2018 to 13-12-2018 and does not include the weekends, since the FOREX is not traded in the weekend. The timezone of the feature Timestamp is Europe/Amsterdam. The class attribute is the direction of the mean of the High_Bid and the High_Ask of the following day, relative to the High_Bid and High_Ask mean of the current minute. This means the class attribute is True when the mean High price is going up the following day, and the class attribute is False when the mean High price is going down (or stays the same) the following day. Note that this is a hypothetical task, meant for scientific purposes only. Realistic trade strategies can only be applied to predictions on 'Close'-attributes (also available). # Attributes `Timestamp`: The time of the current data point (Europe/Amsterdam) `Bid_Open`: The bid price at the start of this time interval `Bid_High`: The highest bid price during this time interval `Bid_Low`: The lowest bid price during this time interval `Bid_Close`: The bid price at the end of this time interval `Bid_Volume`: The number of times the Bid Price changed within this time interval `Ask_Open`: The ask price at the start of this time interval `Ask_High`: The highest ask price during this time interval `Ask_Low`: The lowest ask price during this time interval `Ask_Close`: The ask price at the end of this time interval `Ask_Volume`: The number of times the Ask Price changed within this time interval `Class`: Whether the average price will go up during the next interval

12 features

Class (target)nominal2 unique values
0 missing
Timestampdate1834 unique values
0 missing
Bid_Opennumeric1667 unique values
0 missing
Bid_Highnumeric1730 unique values
0 missing
Bid_Lownumeric1679 unique values
0 missing
Bid_Closenumeric1678 unique values
0 missing
Bid_Volumenumeric1766 unique values
0 missing
Ask_Opennumeric1685 unique values
0 missing
Ask_Highnumeric1678 unique values
0 missing
Ask_Lownumeric1735 unique values
0 missing
Ask_Closenumeric1688 unique values
0 missing
Ask_Volumenumeric1766 unique values
0 missing
Show all 12 features

62 properties

NumberOfInstances
1834
Number of instances (rows) of the dataset.
NumberOfFeatures
12
Number of attributes (columns) of the dataset.
NumberOfClasses
2
Number of distinct values of the target attribute (if it is nominal).
NumberOfMissingValues
0
Number of missing values in the dataset.
NumberOfInstancesWithMissingValues
0
Number of instances with at least one value missing.
NumberOfNumericFeatures
11
Number of numeric attributes.
NumberOfSymbolicFeatures
1
Number of nominal attributes.
MinorityClassPercentage
48.04
Percentage of instances belonging to the least frequent class.
Quartile1KurtosisOfNumericAtts
0.11
First quartile of kurtosis among attributes of the numeric type.
Quartile3StdDevOfNumericAtts
13862.19
Third quartile of standard deviation of attributes of the numeric type.
MaxStdDevOfNumericAtts
63908321701.52
Maximum standard deviation of attributes of the numeric type.
MinorityClassSize
881
Number of instances belonging to the least frequent class.
Quartile1MeansOfNumericAtts
305.83
First quartile of means among attributes of the numeric type.
StdvNominalAttDistinctValues
0
Standard deviation of the number of distinct values among attributes of the nominal type.
MeanAttributeEntropy
Average entropy of the attributes.
NumberOfBinaryFeatures
1
Number of binary attributes.
Quartile1MutualInformation
First quartile of mutual information between the nominal attributes and the target attribute.
MeanKurtosisOfNumericAtts
8.74
Mean kurtosis among attributes of the numeric type.
Quartile1SkewnessOfNumericAtts
-0.68
First quartile of skewness among attributes of the numeric type.
MeanMeansOfNumericAtts
130510082345.65
Mean of means among attributes of the numeric type.
Quartile1StdDevOfNumericAtts
10.49
First quartile of standard deviation of attributes of the numeric type.
AutoCorrelation
0.57
Average class difference between consecutive instances.
MeanMutualInformation
Average mutual information between the nominal attributes and the target attribute.
Quartile2AttributeEntropy
Second quartile (Median) of entropy among attributes.
ClassEntropy
1
Entropy of the target attribute values.
MeanNoiseToSignalRatio
An estimate of the amount of irrelevant information in the attributes regarding the class. Equals (MeanAttributeEntropy - MeanMutualInformation) divided by MeanMutualInformation.
Quartile2KurtosisOfNumericAtts
0.14
Second quartile (Median) of kurtosis among attributes of the numeric type.
Dimensionality
0.01
Number of attributes divided by the number of instances.
MeanNominalAttDistinctValues
2
Average number of distinct values among the attributes of the nominal type.
Quartile2MeansOfNumericAtts
306.66
Second quartile (Median) of means among attributes of the numeric type.
EquivalentNumberOfAtts
Number of attributes needed to optimally describe the class (under the assumption of independence among attributes). Equals ClassEntropy divided by MeanMutualInformation.
MeanSkewnessOfNumericAtts
0.34
Mean skewness among attributes of the numeric type.
Quartile2MutualInformation
Second quartile (Median) of mutual information between the nominal attributes and the target attribute.
MajorityClassPercentage
51.96
Percentage of instances belonging to the most frequent class.
MeanStdDevOfNumericAtts
5809850036.1
Mean standard deviation of attributes of the numeric type.
Quartile2SkewnessOfNumericAtts
-0.64
Second quartile (Median) of skewness among attributes of the numeric type.
MajorityClassSize
953
Number of instances belonging to the most frequent class.
MinAttributeEntropy
Minimal entropy among attributes.
PercentageOfBinaryFeatures
8.33
Percentage of binary attributes.
Quartile2StdDevOfNumericAtts
10.73
Second quartile (Median) of standard deviation of attributes of the numeric type.
MaxAttributeEntropy
Maximum entropy among attributes.
MinKurtosisOfNumericAtts
-1.2
Minimum kurtosis among attributes of the numeric type.
PercentageOfInstancesWithMissingValues
0
Percentage of instances having missing values.
Quartile3AttributeEntropy
Third quartile of entropy among attributes.
MaxKurtosisOfNumericAtts
62.43
Maximum kurtosis among attributes of the numeric type.
MinMeansOfNumericAtts
304.93
Minimum of means among attributes of the numeric type.
MinMutualInformation
Minimal mutual information between the nominal attributes and the target attribute.
PercentageOfMissingValues
0
Percentage of missing values.
Quartile3KurtosisOfNumericAtts
0.19
Third quartile of kurtosis among attributes of the numeric type.
MaxMeansOfNumericAtts
1435610875681.6
Maximum of means among attributes of the numeric type.
MinNominalAttDistinctValues
2
The minimal number of distinct values among attributes of the nominal type.
PercentageOfNumericFeatures
91.67
Percentage of numeric attributes.
Quartile3MeansOfNumericAtts
13765.69
Third quartile of means among attributes of the numeric type.
MaxMutualInformation
Maximum mutual information between the nominal attributes and the target attribute.
MinSkewnessOfNumericAtts
-0.71
Minimum skewness among attributes of the numeric type.
PercentageOfSymbolicFeatures
8.33
Percentage of nominal attributes.
Quartile3MutualInformation
Third quartile of mutual information between the nominal attributes and the target attribute.
MaxNominalAttDistinctValues
2
The maximum number of distinct values among attributes of the nominal type.
MinStdDevOfNumericAtts
10.39
Minimum standard deviation of attributes of the numeric type.
Quartile1AttributeEntropy
First quartile of entropy among attributes.
Quartile3SkewnessOfNumericAtts
0
Third quartile of skewness among attributes of the numeric type.
MaxSkewnessOfNumericAtts
5.14
Maximum skewness among attributes of the numeric type.
Show all 62 properties

10 tasks

Supervised Classification on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 10-fold Crossvalidation - target_feature: Class
Supervised Classification on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 20% Holdout (Ordered) - target_feature: Class
Clustering on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_eurhuf-day-High
0 runs - estimation_procedure: 50 times Clustering
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