Table 5. Optimized hyperparameters for the ADX prediction model.
Layer | Searching range | Optimal value |
---|---|---|
LSTM 1 | 32 ∼ 256 | 224 |
Dropout 1 | 0.1 ∼ 0.5 | 0.3 |
LSTM 2 | 32 ∼ 256 | 192 |
Dropout 2 | 0.1 ∼ 0.5 | 0.1 |
LSTM 3 | 32 ∼ 256 | 96 |
Dropout 3 | 0.1 ∼ 0.5 | 0.1 |
LSTM 4 | 32 ∼ 256 | 160 |
Dropout 4 | 0.1 ∼ 0.5 | 0.5 |