Component

Layer Type

Configuration/Size

Additional Parameters

LSTM Part

LSTM Layer

128 units, activation = “relu”

return_sequences = True

LSTM Layer

64 units, activation = “relu”

return_sequences = True

LSTM Layer

32 units, activation = “relu”

return_sequences = False

RepeatVector

-

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LSTM Layer

32 units, activation = “relu”

return_sequences = True

LSTM Layer

64 units, activation = “relu”

return_sequences = True

TimeDistributed

Dense layer

size equal to X_train_scaled.shape [2]

XGBoost Part

XGBoost Classifier

binary:logistic objective

colsample_bytree = 0.3

learning_rate = 0.1

max_depth = 12

n_estimators = 500

reg_alpha = 0.001

random_state = 42

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