Table 1.
Number of Days | Number of Samples RNN (LSTM Model) Neural Network ElasticNet Model | |||||||
Training | Testing | Training AUC | Testing AUC | Training AUC | Testing AUC | Training AUC | Testing AUC | |
1 | 459 | 116 | 0.84 | 0.78 | 0.80 | 0.70 | 0.86 | 0.71 |
2 | 458 | 115 | 0.88 | 0.82 | 0.84 | 0.76 | 0.92 | 0.76 |
3 | 456 | 115 | 0.89 | 0.85 | 0.86 | 0.79 | 0.94 | 0.80 |
4 | 453 | 114 | 0.91 | 0.86 | 0.87 | 0.81 | 0.95 | 0.81 |
5 | 447 | 112 | 0.92 | 0.87 | 0.88 | 0.81 | 0.97 | 0.84 |
6 | 440 | 110 | 0.92 | 0.87 | 0.89 | 0.82 | 0.98 | 0.83 |
7 | 434 | 109 | 0.93 | 0.88 | 0.89 | 0.83 | 0.98 | 0.81 |
8 | 427 | 107 | 0.93 | 0.89 | 0.90 | 0.84 | 0.98 | 0.80 |
9 | 414 | 104 | 0.93 | 0.89 | 0.91 | 0.83 | 0.98 | 0.79 |
10 | 400 | 100 | 0.94 | 0.89 | 0.91 | 0.83 | 0.98 | 0.78 |
11 | 376 | 94 | 0.94 | 0.89 | 0.92 | 0.84 | 0.99 | 0.78 |
12 | 354 | 89 | 0.94 | 0.89 | 0.92 | 0.84 | 0.98 | 0.75 |
13 | 321 | 81 | 0.93 | 0.89 | 0.90 | 0.83 | 0.98 | 0.74 |
14 | 298 | 75 | 0.92 | 0.88 | 0.89 | 0.83 | 0.98 | 0.74 |
15 | 275 | 70 | 0.92 | 0.86 | 0.88 | 0.80 | 0.98 | 0.72 |