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Published 20 hours ago • verified publisher icon nikhils10

Regards and Consult

Open sczhai opened this issue 4 years ago • 1 comments
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Good morning, Thanks for your contribution and share. Really a good job. Also I have read your paper about the prediction. There is a place , I could not understand , Coud you give me some guidance about how to how to transform Mahalanobis transformation is performed on WTI, and three features GOLD, USDINDEX, and US10B ? Mahalanobis is 1D array, I am not sure how to transform for the target WTI .

Thank you very much. When you are Feel free , I am looking forward to your reply ,

sczhai avatar Sep 27 '21 01:09 sczhai

append a message again

Sorry to trouble you, I have a question and still don't know clear. The detail is as below:

  1. In your code:

I can run it and get the result, I can see the last column is M-distance image But:

  1. In your paper , some description:

Mahalanobis transformation is performed on WTI, and three features GOLD, USDINDEX, and US10B are used to develop MLSTM model on whole data. This model is named as MT-MLSTM-3F.

So, to my confused content: How to transform WTI ? It's target variable. hope you help and tell me how to implement .

When you are free, Let's keep in touch with Email. my email:[email protected]

Thanks again. Best Regars.

sczhai avatar Sep 27 '21 04:09 sczhai