Closed vrso-code closed 5 years ago
Hi @perjliv, Sorry for the late reply. I think I know why the range of your output is limited within a range. You can modified your final layer activation function to tanh so that it can output prediction within -1 and 1
Hi Benji!
your code is very inspiring and i tried to develop a model that foresees two time-steps forward
In this regard I modified the
data_load
function so that it takesn
steps backward in the X_train/test series and set it against a y_train/test 2-array.I modified the
neurons
list to output in Dense a 2-vector object.And last I wrote a
predict function
and aplot 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...
Do you (or anyone) have any suggestions?