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 | - | - |
| 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 | - |