Regards and Consult

[sczhai]

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 ,

[sczhai]

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

But:

2. 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.