By defining the autoregression of Z(t) = Y(t) as predictand and...

By defining the autoregression of Z(t) = Y(t) as predictand and Z(t-1)=Y(t-1),A(t),B(t) as predictors to the synthetic data set to apply ARIMA and LSTM models. The RMSE is in the order of 5% ARIMA and 4% LSTM. With HYBRID model, simple averaging the statistical and NN ML models. Next will be uncertainty of forecast, XGBoost, PROPHET, ForrestClassifier Hybrid weighted average, majority voting model ensemble and runnig on MN5 with 9 Billion parameters