All Questions
83 questions
0
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27
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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....
- 11
-1
votes
1
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63
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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 ...
- 1
1
vote
1
answer
126
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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 ...
- 11
1
vote
1
answer
67
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Forecasting Multivariate Time Series (in chapter 15 of the book "Hands-On Machine Learning...) Error
I am working with the Jupyter Notebook of chapter 15 of the Hands-On Machine Learning with Scikit-Learn, Keras & TensorFlow book by Aurélien Géron (Third Edition). I encountered an error in cell ...
0
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0
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161
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Need to predict into the future, past training and test data, for financial time series. Keras/Tensorflow/LSTM model
Calling the necessary libraries
import math
import plotly.graph_objects as go
import yfinance as yf
import numpy as np
import pandas as pd
from sklearn.preprocessing import MinMaxScaler
import ...
- 9
1
vote
1
answer
631
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keras class_weights creates the error "InvalidArgumentError: Graph execution error:"
I am training a time series LSTM model on Keras for a binary classification problem.
The labels are quite unbalanced (0s are ~75%).
That influenced my results, and therefore I decided to correct for ...
- 514
0
votes
1
answer
551
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Should Relu be used in LSTM hidden layers if Targets contain negative values?
I'm aware that Relu as an ouput layer will only produce non-negative values, should Relu be used however in the hidden layers if targets contains Negative and Positive values ? (A linear regression ...
- 388
-1
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1
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87
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More Epoch make loss rising
I have a time-series dataset and I trained it using LSTM. I train using 200 epochs and the result is the loss value and val_loss value is pretty good (IMO)
then I think the result still can be better ...
- 188
0
votes
0
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356
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Validation accuracy always zero for LSTM model for categorical data
I tried to build a LSTM model of a categorical time series. However the validation accuracy was always zero. I thought my data were problematic so I replaced my original with random number. The ...
- 11
0
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0
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1k
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Predicting future values with Tensorflow Keras
I am working on a project where I take the last 50 days of data and sum the mutations of each day. This data is split into 40 as train data and then 10 as validation data. This is then used to train ...
- 330
1
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0
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248
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How to get a shifting windows output on CNN-LSTM time-series forecasting? ([t-120:t] sequence to predict [t+1:t+40])
I am trying to use CNN+LSTM model for reliable stock price forecasting.
I am hoping to get model pred value of next 40 days output for every day.
I have successfully concatenated the Conv2D layer as ...
- 495
1
vote
2
answers
1k
views
How to predict a certain time span into the future with recurrent neural networks in Keras
I have the following code for time series predictions with RNNs and I would like to know whether for the testing I predict one day in advance:
# -*- coding: utf-8 -*-
"""
Time Series ...
- 862
3
votes
2
answers
5k
views
Keras LSTM: how to predict beyond validation vs predictions?
When dealing with time series forecasting, I've seen most people follow these steps when using an LSTM model:
Obtain, clean, and pre-process data
Take out validation dataset for future comparison ...
- 1,361
0
votes
1
answer
257
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Time Series Forecasting with LSTMs in keras - convergence problem
I am trying to forecast a time series with multivariate input and multi output (multi step forecast).
Since some of my input features are known for future time steps, wheras others are not, naturally ...
0
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0
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285
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Improve accuracy on LSTM - Multiclass Classification problem
Problem Description
I need to build a model which solves the following problem. I have a sequence (let's say size=n) of integers (arrivals) , which looks like this 0,0,1,5,2,...,4,8,6 , and I want to ...
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