Forecasting Emerging Industry ETF Time Series Using ARIMA, ANN and Hybrid Models

[@AMA_RILDO]

Very nice project, may I ask you if implementing a further LSTM, the results can improve?

[@AnduOlen13]

Substituting the MLP with a LSTM could result in better forecasting accuracy from the literature I remember reading. Adding another LSTM layer might increase the model complexity and introduce overfitting. Interesting question though and needs testing! 😄

[@AMA_RILDO]

Thank you bro for the answer 👍👍@@AnduOlen13

[@bourdayrachid3855]

Can you share with me the code please

[@AnduOlen13]

@@bourdayrachid3855 Github link is in the description. After the initial project, no further changes have been implemented.

[@andiillaervianinensi1984]

You have 253 row data, but when you input_dim, why only [219 rows x 1 columns]

[@AnduOlen13]

To adjust for the lags, the first 9 values (lag=9 in input_dim) were removed. 253-9=244 10% of the data was used for a test set. 244 x 0.9 = 219

[@andiillaervianinensi1984]

why you're delete of the data? Is that give the impact of your model? because we have data rainfall for prediction using hybrid ARIMA-NN but I wan't to delete my data@@AnduOlen13

[@farrellubis4175]

I'm trying to follow your steps but I get stuck in "from Models.ARIMA import *". What module should i install to get through it ? Thanks 🙏🏻

[@AnduOlen13]

I believe Models.ARIMA was a custom module I created that had several functions relating to ARIMA forecasting. You can find the module and its contents on my GitHub, link in the description.

[@godfreyjoseph9483]

I didn't see the forecasting part of the combined model

[@AnduOlen13]

The forecast of the combined model plotted against the actual values can be seen at 15:00

[@andiillaervianinensi1984]

can i ask u in another sosmed?

[@DataInMathematics]

Hello I try to run the code for my data but you're code is error. Can I ask u from platform instagram? Help me please

[@AnduOlen13]

Perhaps you're having problems with the different requirements. All packages are listed in the Github file "requirements.txt". There are also custom made modules in use for the project such as the contents of the "Models" folder.

[@DataInMathematics]

What are the tips for setting the arima_model_order?@@AnduOlen13