hello everyone,
For a project at school, i have to build a one step predictor. I have a stochastic data in terms of exchange rates of a currency pair as my input to the predictor. I have to implement a one step predictor that would predicted the next value in the sequence based on the pattern of the previous data. I am struggling to start the program as to how to estimate the pattern and translate the pattern to a value that could be added to the current rate to have a predicted rate. I am working in matlab for the implementation. Please do help me in finding a solution for the problem or atleast how to start on this.
Thank you.
Regards,
Tapan.