Conventional |
Random Forest (RF) |
0.6702 |
0.6508 |
3.2955 |
2.2088 |
XGBoost |
0.6910 |
0.6316 |
3.4269 |
1.7874 |
LSTM |
0.6443 |
0.6445 |
3.2325 |
1.5121 |
Time-Based |
RF (1 day look back-1 day lookup) |
0.5922 |
0.4700 |
2.4881 |
1.4999 |
XGBoost (1 day look back-1 day lookup) |
0.6319 |
0.4745 |
2.4947 |
1.4304 |
LSTM (1 day look back-1 day lookup) |
0.5377 |
0.3897 |
2.5075 |
1.3841 |
RF (3 days look back-1 day lookup) |
0.5907 |
0.4628 |
2.2741 |
1.3118 |
XGBoost (3 days look back-1 day lookup) |
0.5952 |
0.4653 |
2.1851 |
1.2466 |
LSTM (3 days look back-1 day lookup) |
0.5394 |
0.3729
|
2.1387
|
1.0574
|
RF (7 days look back-1 day lookup) |
0.5808 |
0.4575 |
2.3130 |
1.2717 |
XGBoost (7 days look back-1 day lookup) |
0.5791 |
0.4527 |
2.2623 |
1.0866 |
LSTM (7 days look back-1 day lookup) |
0.5111 |
0.3846 |
2.1923 |
1.0522
|
XGBoost (15 days look back-1 day lookup) |
0.6327 |
0.5736 |
2.4947 |
1.2982 |
LSTM (15 days look back-1 day lookup) |
0.4718
|
0.4752 |
2.3795 |
1.3159 |
XGBoost (30 days look back-1 day lookup) |
0.6518 |
0.6025 |
2.1583 |
1.3630 |
LSTM (30 days look back-1 day lookup) |
0.5004 |
0.4804 |
2.3929 |
1.4011 |
RF (3 days look back-3 days lookup) |
0.5950 |
0.5239 |
2.5205 |
1.3992 |
XGBoost (3 days look back-3 days lookup) |
0.6078 |
0.5356 |
2.3898 |
1.3983 |
LSTM (3 days look back-3 days lookup) |
0.5547 |
0.4600 |
2.3425 |
1.2564 |
RF (7 days look back-3 days lookup) |
0.6324 |
0.5605 |
2.6482 |
1.4781 |
XGBoost (7 days look back-3 days lookup) |
0.6122 |
0.5386 |
2.5328 |
1.4341 |
LSTM (7 days look back-3 days lookup) |
0.5480 |
0.4805 |
2.6318 |
1.2277 |
XGBoost (15 days look back-3 days lookup) |
0.6371 |
0.5754 |
2.3931 |
1.5495 |
LSTM (15 days look back-3 days lookup) |
0.5470 |
0.4931 |
2.6475 |
1.3904 |
XGBoost (30 days look back-3 days lookup) |
0.6542 |
0.6067 |
2.4716 |
1.6104 |
LSTM (30 days look back-3 days lookup) |
0.5576 |
0.5046 |
2.8832 |
1.3621 |
XGBoost (7 days look back-7 days lookup) |
0.6203 |
0.5450 |
2.5584 |
1.4378 |
LSTM (7 days look back-7 days lookup) |
0.5947 |
0.5023 |
2.6342 |
1.3411 |
XGBoost (15 days look back-7 days lookup) |
0.6396 |
0.5846 |
2.5653 |
1.5649 |
LSTM (15 days look back-7 days lookup) |
0.6018 |
0.5322 |
2.8423 |
1.5316 |
XGBoost (30 days look back-7 days lookup) |
0.6548 |
0.6125 |
2.5487 |
1.6158 |
LSTM (30 days look back-7 days lookup) |
0.5802 |
0.5106 |
2.9486 |
1.4353 |