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 12% accuracy, LSTM 2.7%. The issue with ARIMA out of phase is solved by using longer forecast steps n_steps = 25, and also LSTM is now in a better phase, if number of look back parameter increased to k_lookback = 7.
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