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Input Batch Size in Keras and model.fit() batch size for Time Series Data

I am training an TCN model in Keras and have 9 individual trials of time-series data with an input shape = (9 trails/batches, 540 time steps for each trial, and 63 features). I want to train the model ...
Isabelle Museck's user avatar
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CNN-1D for time-series data returns strange accuracy [closed]

I am using keras to train a 1D CNN with time-series as input data to perform a binary classification. The model part of the code is the following: modelo = Sequential() modelo.add(Conv1D(filters=32, ...
bardulia's user avatar
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1 answer
27 views

Train LSTM for time series with varying lengths

I'm training a LSTM for time series prediction, where data comes from sensors at irregular intervals. I'm using the last 5 min data to predict the next value, but some sequences are larger than others....
user26458368's user avatar
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32 views

Attention masks on time series data with keras funktional API

Im currently trying to study the effects of masking attention on a transformer model trained to classify time series data. My model works so far and give me okish performance, but when i try to mask ...
Henning's user avatar
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-1 votes
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63 views

Why does this simple machine learning code give the wrong answer?

I'm trying to learn some time-series neural network ML and was getting weird solutions, so I'm trying to model the simplest non-trivial case I can think of, which is predicting n+1 as the next number ...
ARIC9514's user avatar
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60 views

Understanding the `model.fit` function in keras and imbalanced datasets

As an exercise, I'm trying to translate a model written in Keras (https://github.com/CVxTz/ECG_Heartbeat_Classification/blob/master/code/baseline_mitbih.py) into Pytorch code. I realize in Keras much ...
user26579046's user avatar
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69 views

Keras LSTM model and predicting beyond validation set

I am currently encountering issues with formulating a prediction beyond my validation set. When utilizing a validation set, my model works fine and I am able to achieve a credible prediction. However, ...
Ranveer Hothi's user avatar
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45 views

Why do my LSTM multi-step forecasts explode, despite low MAPE on validation set (single-step) on very simple linear trend?

Example below is self-complete. I have recently switched from using darts (where forecast horizons etc) are all handled for me to keras because I wanted to integrate with other libraries such as shap ...
Eye4got's user avatar
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89 views

Tensorflow/Keras Transformer struggles to predict the last position in a sequence, but does well in all the other positions

I am using a Transformer for next frame prediction. Every frame has been previously encoded into a 1D latent vector using a VAE (the encoding-decoding from the VAE is very good). I have divided the ...
Dr Sokoban's user avatar
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49 views

How to visualize attention weighted feature map of BiLSTM seq2seq model using 3-dimensional temporal data?

I'm developing an attention-based BiLSTM seq2seq model for time series forecasting. My dataset has 3-dimension shape (None, 4, 67). The None means a number of samples and the 4 presents time steps. ...
chj's user avatar
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1 vote
1 answer
126 views

Preparation of multivariate time series data

I am doing a university project on index/stock price prediction. I plan to use a combined cnn-lstm model, and I have several different types of data: Open High Low Close Volume, values, fundamental ...
Ivan's user avatar
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2 votes
1 answer
966 views

Difference between single-step forecasting and multi-step in LSTM regression problem

I am using keras LSTM to do a time series prediction. It is a regression problem, where I want to predict for example the next 5 values. The data comes from a sensor and looks like this, where x axis ...
bardulia's user avatar
  • 171
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0 answers
41 views

LSTM forecasting horizontal line with standardized datas

I’ve seen many topics about the problem I have in my situation but nothing help. I am trying to make a forecast on a stock price with a Bidirectional LSTM. My problem here is that the forecast on test ...
Rgrvkfer's user avatar
  • 417
-1 votes
1 answer
292 views

Why my LSTM Model forecasts almost straight line on validation set?

I trained a BI-LSTM model on stock prices. For this model, I did 2 approaches of backtesting : Applying the predict function for the whole validation set and then compare predictions to real data ...
Rgrvkfer's user avatar
  • 417
1 vote
1 answer
47 views

Understanding the input_shape of LSTM model

I divided my database in 40 rolling windows so I have a dataframe with shape (2000000, 132). Let's concentrate in the first window: it has 50k rows and the 132 columns so its shape is (50000, 132). I ...
user23351183's user avatar

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