Research Article
[Retracted] An Economic Forecasting Method Based on the LightGBM-Optimized LSTM and Time-Series Model
Table 1
Combination of different activation functions and optimization algorithms.
| Activation function | Optimization algorithm | Closing price | RMSE | Mae | Training error | Test error | Training error | Test error |
| ReLU | RMSprop | 0.01278 | 0.01272 | 0.00976 | 0.00970 | ReLU | Adagrad | 0.01307 | 0.01367 | 0.00904 | 0.00867 | ReLU | Adadelta | 0.01470 | 0.01529 | 0.01013 | 0.00968 | ReLU | Adam | 0.01082 | 0.01049 | 0.00726 | 0.00647 | ReLU | Adamax | 0.01080 | 0.01107 | 0.00711 | 0.00692 | Sigmiod | RMSprop | 0.01299 | 0.01464 | 0.00889 | 0.01168 | Sigmiod | Adagrad | 0.01566 | 0.01793 | 0.01107 | 0.01368 | Sigmiod | Adadelta | 0.02534 | 0.02383 | 0.02193 | 0.02047 | Sigmiod | Adam | 0.01188 | 0.01083 | 0.00899 | 0.00693 | Sigmiod | Adamax | 0.01320 | 0.01322 | 0.01005 | 0.01002 | Tanh | RMSprop | 0.01176 | 0.01054 | 0.00834 | 0.00658 | Tanh | Adagrad | 0.01253 | 0.01314 | 0.00855 | 0.00835 | Tanh | Adadelta | 0.01539 | 0.01666 | 0.01050 | 0.01089 | Tanh | Adam | 0.01056 | 0.01108 | 0.00686 | 0.00743 | Tanh | Adamax | 0.01069 | 0.01075 | 0.00702 | 0.00653 | Softsign | RMSprop | 0.01108 | 0.01076 | 0.00770 | 0.00651 | Softsign | Adagrad | 0.01279 | 0.01355 | 0.00866 | 0.00869 | Softsign | Adadelta | 0.01500 | 0.01532 | 0.01052 | 0.00994 | Softsign | Adam | 0.01104 | 0.01166 | 0.00711 | 0.00772 | Softsign | Adamax | 0.01078 | 0.01110 | 0.00684 | 0.00664 | Softplus | RMSprop | 0.02830 | 0.03456 | 0.02395 | 0.03233 | Softplus | Adagrad | 0.01453 | 0.01534 | 0.00991 | 0.00975 | Softplus | Adadelta | 0.04457 | 0.04699 | 0.04106 | 0.04471 | Softplus | Adam | 0.01337 | 0.01476 | 0.01000 | 0.01216 | Softplus | Adamax | 0.01165 | 0.01214 | 0.00813 | 0.00871 |
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