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

Open fanfoxle opened this issue 4 years ago • 1 comments

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 avatar Apr 06 '20 14:04 fanfoxle

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

fanfoxle avatar Apr 07 '20 03:04 fanfoxle