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)