A Multilevel Wavelet Decomposition Network Hybrid Model Utilizing Cyclic Patterns for Stock Price Prediction

Table 3

Parameter setting of mWDN-LSTM.

Parameters	Value
mWDN component decomposition level	2
mWDN component wavelet function	Fejer–Korovkin 4
mWDN component activation function	Sigmoid
Number of hidden units in LSTM component	48
LSTM component activation function	tanh
Time_step	32
Batch_size	64
Learning rate	0.001
Optimizer	Adam
Loss function	MAE
Epochs	150