1 min readMar 24, 2019
Marco,
Thanks for catching the issue.
I have modified the code.
- Updated the logic to create the time series dataset
- Updated the test data
- Increased epochs from 100 to 200
- Updated the dataset to plot the actual values
If I use the updated logic to create the time series before scaling the values and where lookback is just 1 step
First looking at the raw data
input_data[:10]
Then applying the updated logic
input_data[:10]
# time series with two inputslookback= 1
test_size=int(.3 * len(stock_data))
X=[]
y=[]
for i in range(len(stock_data)-lookback-1):
t=[]
for j in range(0,lookback):
t.append(input_data[[(i+j)], :])
X.append(t)
y.append(input_data[i+ lookback,1])
and then just printing first 5 values
for i in range(5):
print(str(X[i]) + " " + str(y[i]))
the output is
Please let me know if that fixes the problem
Thanks