Another question(It can be found in my mail, too) is as shown in the title. I am puzzled whether I had misunderstanded. Please help me to realize it...
I ran 3 alogrithms of NaiveLSTM, TreNet and Attention. After training, the predictions were plotted. While I made a tiny change on the plotting method - I added the close price at time t in x, to compare it with real and predict. Then in the figure, there were now 3 lines:
x - close price at time t, which is newly added and from real data;
real - close price at time t+1, which is from real data;
predict - close price at time t+1, which is predicted and to be validated.
What puzzled me is the predict line approximated much more with x instead of with real in the result of all the three algorithms. In my former experiments, I used some form of simple functions such as sin(x) as a sequence, and plotted x, real, and predict. On these simple sequences the predict lines approximate the real(y, time t+1) perfectly.
As a result, I have got a question whether the algorithms learned anything. Please give me some help...
Following 3 plots are NaiveLSTM, the whole plot of Attention, and a local figure in the plot of Attention. In all of which, there 3 lines indicating x(just close price at time t, real, and predict).
NaiveLSTM
Whole plot of Attention (In which the detail is hard to distinct)
Ceruleanacg
commented
6 years ago
Another question(It can be found in my mail, too) is as shown in the title. I am puzzled whether I had misunderstanded. Please help me to realize it...
I ran 3 alogrithms of NaiveLSTM, TreNet and Attention. After training, the predictions were plotted. While I made a tiny change on the plotting method - I added the close price at time t in x, to compare it with real and predict. Then in the figure, there were now 3 lines:
What puzzled me is the predict line approximated much more with x instead of with real in the result of all the three algorithms. In my former experiments, I used some form of simple functions such as sin(x) as a sequence, and plotted x, real, and predict. On these simple sequences the predict lines approximate the real(y, time t+1) perfectly.
As a result, I have got a question whether the algorithms learned anything. Please give me some help...
Following 3 plots are NaiveLSTM, the whole plot of Attention, and a local figure in the plot of Attention. In all of which, there 3 lines indicating x(just close price at time t, real, and predict).
Thanks very much!