Data split | Score |
---|---|
Train | 0.451 |
Test | 0.667 |
Param | Value |
---|---|
seq_dim | 28 |
num_mixer_layers | 8 |
time_dropout | 0.4 |
feature_dropout1 | 0.2 |
feature_dropout2 | 0.4 |
learning_rate | 0.00020416562821987764 |
batch_size | 256 |
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 |