search

Seanny123 / da-rnn

Dual-Stage Attention-Based Recurrent Neural Net for Time Series Prediction
331 stars 120 forks source link

It's weird that this code can only performance well on predicting 'NDX' #19

Open fanfoxle opened 4 years ago

fanfoxle commented 4 years ago

I found that this da-rnn can only predict 'NDX'. If I try to use it to predict other colums such as 'YHOO' or 'XLNX', the results are bad. And here is the most weird thing. I modified it to do the single varible prediction (e.g. using 'NDX' as both the input and target). And it still only works well on 'NDX'. The results on other stocks are bad (the Loss doesn't decrease). Can this be explained? pred_0 the performance on 'NDX' pred_0 the performance on 'AAL'

fanfoxle commented 4 years ago

After I use MinMaxScaler() to preprocess the data (rather than StandardScaler()), the result is much better. pred_0