Model | Hyper-Parameter |
VAR | lag = 2 |
SVR | kernel = “sigmoid”, gamma = 0.001, C = 25 |
RF | n_estimators = 20, max depth = 5 |
LSTM | epochs = 300, batch size = 10, optimizer = “adam”, n_ past = 12 Layers: LSTM1(80), LSTM2(32), Dropout(0.5), Dense(1) |