The NTSK is a model in which the paper is forthcoming.
The files are explained as follows:
The folder Functions contains the libraries to generate the benchmark time series.
The folder Graphics contains the graphics of the simulations.
The folder GridSearchResults contains the results of the Grid Search in Excel files.
The folder ProposedModel contains the proposed model library.
The file "01_MackeyGlass_GridSearchProposedModels.py" runs the Grid Search for the Mackey-Glass dataset and returns the results for the best simulations.
The file "01_MackeyGlass_Simulations.py" runs the simulations for Mackey-Glass time series and returns the results considering the given hyperparameters.
The file "02_Nonlinear_GridSearchProposedModels.py" runs the Grid Search for the Nonlinear dataset and returns the results for the best simulations.
The file "02_Nonlinear_Simulations.py" runs the simulations for Nonlinear time series and returns the results considering the given hyperparameters.
The file "03_Lorenz_GridSearchProposedModels.py" runs the Grid Search for the Lorenz Attractor dataset and returns the results for the best simulations.
The file "03_Lorenz_Simulations.py" runs the simulations for Lorenz Attractor time series and returns the results considering the given hyperparameters.
The file "NASDAQ_GridSearchProposedModels.py" runs the Grid Search for the NASDAQ dataset and returns the results for the best simulations.
The file "NASDAQ_Simulations.py" runs the simulations for NASDAQ time series and returns the results considering the given hyperparameters.
The file "SP500_GridSearchProposedModels.py" runs the Grid Search for the S&P500 dataset and returns the results for the best simulations.
The file "SP500_Simulations.py" runs the simulations for S&P500 time series and returns the results considering the given hyperparameters.
The file "TAIEX_GridSearchProposedModels.py" runs the Grid Search for the TAIEX dataset and returns the results for the best simulations.
The file "TAIEX_Simulations.py" runs the simulations for TAIEX time series and returns the results considering the given hyperparameters.