Data split | Score |
---|---|
Train | 0.099 |
Test | 0.288 |
Param | Value |
---|---|
changepoint_ratio | 0.2 |
changepoint_range | 0.9 |
seasonality_mode | additive |
freq | D |
weekly_seasonality | auto |
daily_seasonality | auto |
Param | Value |
---|---|
log | False |
diff | False |
normalize | False |
Param | Value |
---|---|
ohlc_ratio | True |
rsi | True |
bbands | True |
macd | True |
sma_periods | [7, 14, 50, 100, 200] |
lags | [7, 14, 21, 28] |
feature_combinations | True |