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results.txt
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234 lines (199 loc) · 8.3 KB
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Using device: cpu
==================================================
Loading and preprocessing data...
==================================================
Train set size: 1510
Validation set size: 503
Test set size: 501
Features: ['Open', 'High', 'Low', 'Close', 'Volume', 'return', 'log_return']
==================================================
Creating datasets...
==================================================
Train dataset size: 1450
Validation dataset size: 443
Test dataset size: 441
==================================================
Evaluating baseline models...
==================================================
Baseline Results:
Naive Forecast - MAE: 0.0759, RMSE: 0.1037
Moving Average - MAE: 0.1257, RMSE: 0.1601
==================================================
Training LSTM model...
==================================================
Epoch 1/20 | Train Loss: 0.5256 | Val Loss: 2.7737
Epoch 2/20 | Train Loss: 0.0716 | Val Loss: 1.6109
Epoch 3/20 | Train Loss: 0.0138 | Val Loss: 1.1071
Epoch 4/20 | Train Loss: 0.0064 | Val Loss: 0.9456
Epoch 5/20 | Train Loss: 0.0048 | Val Loss: 0.8288
Epoch 6/20 | Train Loss: 0.0045 | Val Loss: 0.7824
Epoch 7/20 | Train Loss: 0.0043 | Val Loss: 0.7381
Epoch 8/20 | Train Loss: 0.0038 | Val Loss: 0.6746
Epoch 9/20 | Train Loss: 0.0041 | Val Loss: 0.6355
Epoch 10/20 | Train Loss: 0.0037 | Val Loss: 0.6396
Epoch 11/20 | Train Loss: 0.0040 | Val Loss: 0.5685
Epoch 12/20 | Train Loss: 0.0048 | Val Loss: 0.5916
Epoch 13/20 | Train Loss: 0.0036 | Val Loss: 0.5685
Epoch 14/20 | Train Loss: 0.0034 | Val Loss: 0.5927
Epoch 15/20 | Train Loss: 0.0034 | Val Loss: 0.5681
Epoch 16/20 | Train Loss: 0.0036 | Val Loss: 0.5352
Epoch 17/20 | Train Loss: 0.0035 | Val Loss: 0.5806
Epoch 18/20 | Train Loss: 0.0041 | Val Loss: 0.6401
Epoch 19/20 | Train Loss: 0.0034 | Val Loss: 0.5826
Epoch 20/20 | Train Loss: 0.0033 | Val Loss: 0.5297
Evaluating LSTM model...
LSTM - MAE: 2.1745, RMSE: 2.3603
==================================================
Training Transformer model...
==================================================
Epoch 1/20 | Train Loss: 0.7613 | Val Loss: 1.1607
Epoch 2/20 | Train Loss: 0.0489 | Val Loss: 1.2967
Epoch 3/20 | Train Loss: 0.0215 | Val Loss: 0.9392
Epoch 4/20 | Train Loss: 0.0175 | Val Loss: 0.7874
Epoch 5/20 | Train Loss: 0.0174 | Val Loss: 0.9544
Epoch 6/20 | Train Loss: 0.0141 | Val Loss: 0.8091
Epoch 7/20 | Train Loss: 0.0139 | Val Loss: 0.8072
Epoch 8/20 | Train Loss: 0.0142 | Val Loss: 0.8174
Epoch 9/20 | Train Loss: 0.0115 | Val Loss: 0.7620
Epoch 10/20 | Train Loss: 0.0123 | Val Loss: 0.7951
Epoch 11/20 | Train Loss: 0.0120 | Val Loss: 0.6238
Epoch 12/20 | Train Loss: 0.0101 | Val Loss: 0.6511
Epoch 13/20 | Train Loss: 0.0097 | Val Loss: 0.6424
Epoch 14/20 | Train Loss: 0.0088 | Val Loss: 0.6545
Epoch 15/20 | Train Loss: 0.0102 | Val Loss: 0.5169
Epoch 16/20 | Train Loss: 0.0084 | Val Loss: 0.6134
Epoch 17/20 | Train Loss: 0.0080 | Val Loss: 0.6698
Epoch 18/20 | Train Loss: 0.0086 | Val Loss: 0.5925
Epoch 19/20 | Train Loss: 0.0073 | Val Loss: 0.6104
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Final Results Summary
==================================================
Model MAE RMSE
--------------------------------------------------
Naive Baseline 0.0759 0.1037
Moving Avg 0.1257 0.1601
LSTM 2.1745 2.3603
Transformer 2.1763 2.3649
==================================================
PS C:\Users\varshith yadav\StockMarket_Forecasting>
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Final Results Summary
==================================================
Model MAE RMSE
--------------------------------------------------
Naive Baseline 0.0759 0.1037
Moving Avg 0.1257 0.1601
LSTM 2.1745 2.3603
Transformer 2.1763 2.3649
==================================================
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Final Results Summary
==================================================
Model MAE RMSE
--------------------------------------------------
Naive Baseline 0.0759 0.1037
Moving Avg 0.1257 0.1601
LSTM 2.1745 2.3603
Transformer 2.1763 2.3649
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Final Results Summary
==================================================
Model MAE RMSE
--------------------------------------------------
Naive Baseline 0.0759 0.1037
Moving Avg 0.1257 0.1601
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Final Results Summary
==================================================
Model MAE RMSE
--------------------------------------------------
Naive Baseline 0.0759 0.1037
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Final Results Summary
==================================================
Model MAE RMSE
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Final Results Summary
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
Epoch 20/20 | Train Loss: 0.0082 | Val Loss: 0.5171
Early stopping at epoch 20
Evaluating Transformer model...
Early stopping at epoch 20
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Evaluating Transformer model...
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Transformer - MAE: 2.1763, RMSE: 2.3649
==================================================
Final Results Summary
==================================================
==================================================
Final Results Summary
==================================================
Final Results Summary
==================================================
Model MAE RMSE
==================================================
Model MAE RMSE
Model MAE RMSE
--------------------------------------------------
--------------------------------------------------
Naive Baseline 0.0759 0.1037
Naive Baseline 0.0759 0.1037
Moving Avg 0.1257 0.1601
LSTM 2.1745 2.3603
Transformer 2.1763 2.3649
==================================================