Table 2.
Ablation study for the LSTM model in terms of six performance metrics: AUC, Accuracy, Specificity, Sensitivity, Precision and F1 score.
| Input Features | AUC | Accuracy (%) | Specificity (%) | Sensitivity (%) | Precision (%) | F1 score |
|---|---|---|---|---|---|---|
| Six historic drops | 0.8363 ± 0.0018 | 77.07 ± 0.21 | 76.92 ± 0.58 | 77.23 ± 0.44 | 76.99 ± 0.38 | 0.7711 ± 0.002 |
| Three most recent historic drops | 0.8168 ± 0.0026 | 76.47 ± 0.26 | 75.25 ± 0.46 | 77.69 ± 0.2 | 75.84 ± 0.34 | 0.7675 ± 0.0022 |
| The most recent drop | 0.7420 ± 0.0022 | 72.68 ± 0.18 | 61.53 ± 0.12 | 83.82 ± 0.28 | 68.54 ± 0.12 | 0.7542 ± 0.0018 |