Full scale analysis for 6 variables and including the lag 1 autoregression...

Full scale analysis for 6 variables and including the lag 1 autoregression variable Zt-1 as predictor. Transforming the data sets are required to have similar scale and range for RMSE calculation and prediction. ARIMA 10% accuracy, LSTM 7% accuracy down to 3% for longer test sequence. ARIMA is out of phase with a negative time lag....the peak occurs ahead. LSTM predicts correct the shape and phase.