Commit d03ca631 authored by Nabiz's avatar Nabiz 🎱
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By defining the autoregression of Z(t) = Z(t-1) + A(t) + B(t) to the synthetic...

By defining the autoregression of Z(t) = Z(t-1) + A(t) + B(t) to the synthetic data set to apply ARIMA and LSTM models. The RMSE is in the order of 8% with HYBRID model, simple mean of statistical and NN ML model, gives a better prediction 3%. Next will be uncertainty of forecast, XGBoost, weighted average, majority voting model ensemble. Hyperparameters and process it on MN5
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