Thursday, November 21, 2019

Working Progress 4: Model Configuration for general Time Series

Here, for the given problem statement we need to have a single model configuration that would give the best results.

For SARIMAX: We ran the code for p,d,q values in the range of 0,1,2 and we got best results for p,d,q a 1,0,2.

For the RNN and LSTM based model, we ran the code for layers to be 1,2,3,4 and previous values on which the next value depends to be 7,15,30,45. we got the best results for 4 layers and 30 steps.

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Working Progress 8: Random Forest

Random Forest: It technically is an ensemble method (based on the divide-and-conquer approach) of decision trees generated on a randomly ...