Question: I ' m working on time series forecasting and comparing different models: SARIMA, LSTM , and ConvLSTM. I've noticed that for neural network models (
Im working on time series forecasting and comparing different models: SARIMA, LSTM and ConvLSTM. I've noticed that for neural network models LSTM and ConvLSTM the results vary significantly with different random seeds. Here are my specific results:
ConvLSTM RMSE values with different seeds:
seed :
seed :
seed :
seed :
seed :
seed :
While my SARIMA model gives a consistent RMSE of
My questions are:
What is the proper way to compare the performance of traditional statistical models like SARIMA with neural network models that have varying results due to random initialization?
How should I determine which model performs better in this case?
What's the best practice for reporting results when comparing deterministic models SARIMA with stochastic models LSTMConvLSTM
For academic paper writing, which results should I use for comparison and how should I present them? Should I:
Use the best result from neural networks?
Use the average of multiple runs?
Report all results with statistical significance?
Or is there another recommended approach for academic publications?
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