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Usage

python pipeline.py --window 6 --patch 18 --model cnn --disable_tqdm

  • window: the length of lookback months
  • patch: the size of small patch, should be divided by 180
  • model: cnn, rnn, cnn_rnn, currently cnn also captures the temporal correlation in a simple way, and demonstrates the most robust performance
  • --disable_tqdm: whether to show the progress bar

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