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Comparing Long Term Short Memory (LSTM) & Gated Re-current Unit (GRU) during forecasting of oil price .Exploring multivariate relationships between West Texas Intermediate and S&P 500, Dow Jones Utility Avg, US Dollar Index Futures , US 10 Yr Treasury Bonds , Gold Futures.

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lstm-neural-networks multivariate-analysis time-series gated-recurrent-units mahalanobis-distance zscore

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multivariate-analysis--oil-price-prediction-using-lstm-gru-'s Issues

error running code

hi
i got error when running this code
##Forecasting Using Z-Score Outlier Removal
sc3 = MinMaxScaler(feature_range=(0,1))
sc4 = MinMaxScaler(feature_range=(0,1))
gru_model(sc3,z_train,3)

TypeError: Inputs to a layer should be tensors. Got: MinMaxScaler()

Regards and Consult

Good morning, Thanks for your contribution and share. Really a good job. Also I have read your paper about the prediction.
There is a place , I could not understand , Coud you give me some guidance about how to how to transform
Mahalanobis transformation is performed on WTI, and three features GOLD, USDINDEX, and US10B ?
Mahalanobis is 1D array, I am not sure how to transform for the target WTI .

Thank you very much. When you are Feel free , I am looking forward to your reply ,

contact

Good morning, I saw your multivariate analysis for WTI and would like to speak with you privately to discuss some possibile partnerships. Also I would like to note that removing the data from the financial crisis might not have been the best idea in my honest opinion. Feel free if interested to message me @ [email protected]

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