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sczhai avatar sczhai commented on August 22, 2024

append a message again

Sorry to trouble you, I have a question and still don't know clear. The detail is as below:

  1. In your code:

I can run it and get the result, I can see the last column is M-distance
image
But:

  1. In your paper , some description:

Mahalanobis transformation is performed on WTI, and three features GOLD, USDINDEX, and US10B are used to develop MLSTM model on whole data. This model is named as MT-MLSTM-3F.

So, to my confused content: How to transform WTI ? It's target variable. hope you help and tell me how to implement .

When you are free, Let's keep in touch with Email. my email:[email protected]

Thanks again.
Best Regars.

from multivariate-analysis--oil-price-prediction-using-lstm-gru-.

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