Good day.
Thanks for sharing your code.
I have noticed an error in your train/test splitting. First, you create overlapping windows and then divide data into train/test parts. This means that same data points go to both train and test distributions, resulting in significant overfit of your models.
Good day. Thanks for sharing your code. I have noticed an error in your train/test splitting. First, you create overlapping windows and then divide data into train/test parts. This means that same data points go to both train and test distributions, resulting in significant overfit of your models.