cryptocurrency-price-prediction
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The input to the neural net is wrong
X_train is basically the whole input series, so the practically, what the LSTM has to do is to select a column from the input data and undo the normalise_zero_base
which does not normalize the column but does the row (which is probably wrong) and in the case of y data is definitely wrong, because you divide the all the elements but the first window_len
ones by all the elements except the last window_len
and you do it one by one, so basically:
y_train[0] = train_data[target_col][window_len] / train_data[target_col][0]
y_train[1] = train_data[target_col][window_len + 1] / train_data[target_col][1]
y_train[2] = train_data[target_col][window_len + 2] / train_data[target_col][2]
...
any news on that?