Commit eb065258 authored by Nabiz's avatar Nabiz 🎱
Browse files

Now with native values but scaled in order to avoid low numbers and have...

Now with native values but scaled in order to avoid low numbers and have similar scale of values. Had to add a shift of 2 in order to avoid zero values. ARIMA reaches only 20% RMSE for 7 next step forecast. LSTM reaches 50% RMSE for 15 next steps. For the same next 7 steps LSTM beats the ARIMA with RMSE of 13%. The HYBRID, LSTM + ARIMA gives a mean, that will tend to be in between of them and gives only 18%. A weighted mean RMSE where the weights are the differences of the distance between test values and prediction, might give a better Hybrid, but this Hybrid is not a good approach if one of the predictions is biased and the other one is close to the true. Therefore a weight penalizing the biased forecast might lead to a better approach
parent 16cb7086
Supports Markdown
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment