1. 13 Aug, 2024 1 commit
  2. 09 Aug, 2024 2 commits
  3. 08 Aug, 2024 5 commits
  4. 02 Aug, 2024 2 commits
  5. 01 Aug, 2024 4 commits
  6. 31 Jul, 2024 5 commits
  7. 29 Jul, 2024 1 commit
  8. 26 Jul, 2024 1 commit
  9. 23 Jul, 2024 1 commit
  10. 22 Jul, 2024 3 commits
  11. 15 Jul, 2024 2 commits
  12. 11 Jul, 2024 2 commits
  13. 09 Jul, 2024 1 commit
  14. 08 Jul, 2024 3 commits
  15. 03 Jul, 2024 2 commits
  16. 26 Jun, 2024 3 commits
    • Nabiz's avatar
      Better performance with lookback = 10 and n_forecast = 25 for ARIMA around... · 0f3c388e
      Nabiz authored
      Better performance with lookback = 10 and n_forecast = 25 for ARIMA around RMSE = 6.3% and for LSTM of RMSE  = 15%. Perfect aligned peaks for LSTM and +1 lag peak shift for ARIMA
      0f3c388e
    • Nabiz's avatar
      Full scale analysis for 6 variables and including the lag 1 autoregression... · e1c318bb
      Nabiz authored
      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.
      e1c318bb
    • Nabiz's avatar
      Full scale analysis for 6 variables and including the lag 1 autoregression... · 7c38e6e6
      Nabiz authored
      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.
      7c38e6e6
  17. 25 Jun, 2024 1 commit
    • Nabiz's avatar
      Full scale analysis for 6 variables. Transforming the data sets are required... · 1d9fc3bf
      Nabiz authored
      Full scale analysis for 6 variables. 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 shorter test sequence. ARIMA is out of phase with a negative time lag....the peak occurs ahead. LSTM predicts correct the shape and phase.
      1d9fc3bf
  18. 22 Jun, 2024 1 commit