What model should I use to predict a time series like this?
What model should I use to predict a time series like this?
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user900476 · External communityPost link
External question — Data Science Stack Exchange
Author: user900476
Original post: https://datascience.stackexchange.com/questions/107244
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This series is calculated from the difference of two day's stock index. I rescaled it using sklearn's StarndardScaler.
It seems LSTM does not work well on this series.
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sw52099 · External communityPost link
External answer — Data Science Stack Exchange
Author: sw52099
Original post: https://datascience.stackexchange.com/a/107346
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The algorithms on sklearn are for tabular data.
If you want to deal with time series data with different algos, see
sktime
, or maybe you could provide more details of your LSTM script.
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Quoted from Forex.com.bd-Editorial External answer — Data Science Stack Exchange Author: sw52099 Source score (net votes, not local likes): 0 Original post: https://datascience.stackexchange.com/a/107346 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The algorithms on sklearn are for tabular data. If you want to deal with time series data with different algos, see sktime , or maybe you could provide more details of your LSTM script.
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