Research Article

Hybrid Time-Series Prediction Method Based on Entropy Fusion Feature

Table 3

Experiment settings of each control model.

MethodHyperparameter setting

EEMD-ELSTM
EEMD-LSTM
ELSTM
LSTM
Hidden layer: 1
Hidden layer neuron: 40, 50
Learning rate: 0.0001
Batch size: 25, 5

ProphetChangepoint prior scale: 64
Interval width: 3
Growth: linear
Changepoints: 25

XGBoostEstimators: 50
Max depth: 6
Min child weight: 0.5
Eta: 0.2

ARIMAP-autoregressive term: 2
Q-moving average term: 2
D-differential times: 0

SVRKernel: RBF
Degree: 3
C: 100
Gamma: 1

LSTM-TCNFilters: 128
Kernel size: 3
Hidden layer: 1
Learning rate: 0.002
Dilation rate: 1, 2, 4
LSTM units: 64, 128, 256