LSTM neural network for multiple steps time series prediction
LSTM neural network for multiple steps time series prediction I tried to develop a model that foresees two time-steps forward In this regard I modified a GitHub code for the single step forecast coding a data_load function that takes n steps backward in the X_train/test series and set it against a y_train/test 2-array. data_load n steps X_train/test y_train/test I set the neurons list to output in Dense a 2-vector object. And last I wrote a predict function and a plot function for the 2-step-forecast. I do not normalized features lables and forecasts I will do in the future. After a bit of hyperfine tuning it returns a good score for the mse and rmse: Train Score: 0.00000 MSE (0.00 RMSE) Test Score: 0.00153 MSE (0.04 RMSE) It can find quite well the trend, but it returns all forecasts with negative directions. Does anyone have a suggestion? import seaborn as sns import numpy as np import matplotlib.pyplot as plt import matplotlib.pyplot as plt2 import pandas as pd from pandas imp...