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Brian O'Donnell
Brian O'Donnell
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Many papers have been published on CNN, LSTM, and CNN-LSTM for time series. My conclusion has beenFrom the literature and my experience, I conclude that CNN-LSTM outperforms CNN and LSTM models. Here are two relevant papers on stock price time series forecasting:

Wenjie Lu, Jiazheng Li, Yifan Li, Aijun Sun, & Jingyang Wang. (2020). A CNN-LSTM-Based Model to Forecast Stock Prices. Complexity, 2020. https://doi.org/10.1155/2020/6622927

The authors' conclusions:

This paper takes the relevant data of the Shanghai Composite Index as an example to verify the experimental results. The experimental results show that the CNN-LSTM has the highest forecasting accuracy and the best performance compared with the MLP, CNN, RNN, LSTM, and CNN-RNN.

Chen, Y., Fang, R., Liang, T., Sha, Z., Li, S., Yi, Y., Zhou, W., & Song, H. (2021). Stock Price Forecast Based on CNN-BiLSTM-ECA Model. Scientific Programming, 1–20. https://doi.org/10.1155/2021/2446543

The authors' conclusions:

The proposed model is compared with CNN, LSTM, BiLSTM, CNNLSTM, CNN-BiLSTM, BiLSTM-ECA, and CNN-LSTMECA network models on three datasets. The experimental results show that the proposed model has the highest prediction accuracy and the best performance.

Many papers have been published on CNN, LSTM, and CNN-LSTM for time series. My conclusion has been that CNN-LSTM outperforms CNN and LSTM models. Here are two on stock price time series:

Wenjie Lu, Jiazheng Li, Yifan Li, Aijun Sun, & Jingyang Wang. (2020). A CNN-LSTM-Based Model to Forecast Stock Prices. Complexity, 2020. https://doi.org/10.1155/2020/6622927

The authors' conclusions:

This paper takes the relevant data of the Shanghai Composite Index as an example to verify the experimental results. The experimental results show that the CNN-LSTM has the highest forecasting accuracy and the best performance compared with the MLP, CNN, RNN, LSTM, and CNN-RNN.

Chen, Y., Fang, R., Liang, T., Sha, Z., Li, S., Yi, Y., Zhou, W., & Song, H. (2021). Stock Price Forecast Based on CNN-BiLSTM-ECA Model. Scientific Programming, 1–20. https://doi.org/10.1155/2021/2446543

The authors' conclusions:

The proposed model is compared with CNN, LSTM, BiLSTM, CNNLSTM, CNN-BiLSTM, BiLSTM-ECA, and CNN-LSTMECA network models on three datasets. The experimental results show that the proposed model has the highest prediction accuracy and the best performance.

Many papers have been published on CNN, LSTM, and CNN-LSTM for time series. From the literature and my experience, I conclude that CNN-LSTM outperforms CNN and LSTM models. Here are two relevant papers on stock price time series forecasting:

Wenjie Lu, Jiazheng Li, Yifan Li, Aijun Sun, & Jingyang Wang. (2020). A CNN-LSTM-Based Model to Forecast Stock Prices. Complexity, 2020. https://doi.org/10.1155/2020/6622927

The authors' conclusions:

This paper takes the relevant data of the Shanghai Composite Index as an example to verify the experimental results. The experimental results show that the CNN-LSTM has the highest forecasting accuracy and the best performance compared with the MLP, CNN, RNN, LSTM, and CNN-RNN.

Chen, Y., Fang, R., Liang, T., Sha, Z., Li, S., Yi, Y., Zhou, W., & Song, H. (2021). Stock Price Forecast Based on CNN-BiLSTM-ECA Model. Scientific Programming, 1–20. https://doi.org/10.1155/2021/2446543

The authors' conclusions:

The proposed model is compared with CNN, LSTM, BiLSTM, CNNLSTM, CNN-BiLSTM, BiLSTM-ECA, and CNN-LSTMECA network models on three datasets. The experimental results show that the proposed model has the highest prediction accuracy and the best performance.

Source Link
Brian O'Donnell
Brian O'Donnell
  • 2k
  • 8
  • 22

Many papers have been published on CNN, LSTM, and CNN-LSTM for time series. My conclusion has been that CNN-LSTM outperforms CNN and LSTM models. Here are two on stock price time series:

Wenjie Lu, Jiazheng Li, Yifan Li, Aijun Sun, & Jingyang Wang. (2020). A CNN-LSTM-Based Model to Forecast Stock Prices. Complexity, 2020. https://doi.org/10.1155/2020/6622927

The authors' conclusions:

This paper takes the relevant data of the Shanghai Composite Index as an example to verify the experimental results. The experimental results show that the CNN-LSTM has the highest forecasting accuracy and the best performance compared with the MLP, CNN, RNN, LSTM, and CNN-RNN.

Chen, Y., Fang, R., Liang, T., Sha, Z., Li, S., Yi, Y., Zhou, W., & Song, H. (2021). Stock Price Forecast Based on CNN-BiLSTM-ECA Model. Scientific Programming, 1–20. https://doi.org/10.1155/2021/2446543

The authors' conclusions:

The proposed model is compared with CNN, LSTM, BiLSTM, CNNLSTM, CNN-BiLSTM, BiLSTM-ECA, and CNN-LSTMECA network models on three datasets. The experimental results show that the proposed model has the highest prediction accuracy and the best performance.