| Data split | Score |
|---|---|
| Train | 3882.932 |
| Test | 15383.707 |
| Param | Value |
|---|---|
| seq_dim | 28 |
| num_mixer_layers | 2 |
| time_dropout | 0.2 |
| feature_dropout1 | 0.0 |
| feature_dropout2 | 0.2 |
| learning_rate | 0.0009452571391072313 |
| batch_size | 512 |
| Param | Value |
|---|---|
| log | True |
| diff | True |
| 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 |