LSTM-Neural-Network-for-Time-Series-Prediction
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jaungiers
Cumulating prediction and normalization errors
Hi,
Looking at the playback portion of your code you are cumulating natural NN error and normalization error.
Prior beeing append to the i+1 test widow, prediction result from rank i should be de-normalized according to rank i normative value then re-normalized according to rank i+1 normative value.
This error is stacking as long as the prediction moves to steps in the future from the last known real value.
Hi,
Looking at the playback portion of your code you are cumulating natural NN error and normalization error.
Prior beeing append to the i+1 test widow, prediction result from rank i should be de-normalized according to rank i normative value then re-normalized according to rank i+1 normative value.
This error is stacking as long as the prediction moves to steps in the future from the last known real value.
Any suggestion for this issue? I
prediction result from rank i Not only "prediction result from rank i " but also the whole new sequence of rank i+1 should be re-normalized based on the new 1st value in rank i+1 (and the new 1st valueshould be then 0)
