Model | Hyper-parameters |
VAR | lag = 2 |
SVR | kernel = “rbf”, gamma = 0.1, C = 120 |
RF | n estimators = 30, max depth = 7 |
LSTM | epochs = 500, batch size = 10, optimizer = “adam”, n past = 7 Layers: LSTM1(128), LSTM2(64), Dropout(0.5), Dense(1) |