Table 1 Hyperparameters of long short-term memory (LSTM) configuration
From: A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
Hyperparameter | Values |
|---|---|
Number of layers | 1, 2, 3, 4 |
Neurons per layer | 20, 40, 60, 100, 150 |
Number of lags (days) | 3, 6, 10 |
Window length (days) | 700, 1000, 1400, 2100 |