I will start with saying I am a complete beginner and doing this assignment for a class, and having some issues on how to get this to be accurate and (somewhat) show it's working! Can someone that knows way more than myself help me understand the issues and what I can do to improve what I am getting back. Thank you.

Used this as my main resource: https://machinelearningmastery.com/time-series-prediction-lstm-recurrent-neural-networks-python-keras/

import numpy
import matplotlib.pyplot as plt
from pandas import read_csv
import math
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error

# convert an array of values into a dataset matrix
def create_dataset(dataset, look_back=1):
    dataX, dataY = [], []
    for i in range(len(dataset)-look_back-1):
        a = dataset[i:(i+look_back), 0]
        dataY.append(dataset[i + look_back, 0])
    return numpy.array(dataX), numpy.array(dataY)

# fix random seed for reproducibility

# load the dataset
dataframe = read_csv('MonthlyData.csv', usecols=[1], engine='python', skipfooter=3)
dataset = dataframe.values
dataset = dataset.astype('float32')

# normalize the dataset
scaler = MinMaxScaler(feature_range=(0, 1))
dataset = scaler.fit_transform(dataset)

# split into train and test sets
train_size = int(len(dataset) * 0.67)
test_size = len(dataset) - train_size
train, test = dataset[0:train_size,:], dataset[train_size:len(dataset),:]

# reshape into X=t and Y=t+1
look_back = 1
trainX, trainY = create_dataset(train, look_back)
testX, testY = create_dataset(test, look_back)

# reshape input to be [samples, time steps, features]
trainX = numpy.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
testX = numpy.reshape(testX, (testX.shape[0], 1, testX.shape[1]))

# create and fit the LSTM network
model = Sequential()
model.add(LSTM(4, input_shape=(1, look_back)))
model.compile(loss='mean_squared_error', optimizer='adam', metrics=['accuracy'])
model.fit(trainX, trainY, epochs=100, batch_size=1, verbose=2)

# make predictions
trainPredict = model.predict(trainX)
testPredict = model.predict(testX)

# invert predictions
trainPredict = scaler.inverse_transform(trainPredict)
trainY = scaler.inverse_transform([trainY])
testPredict = scaler.inverse_transform(testPredict)
testY = scaler.inverse_transform([testY])

# calculate root mean squared error
trainScore = numpy.sqrt(mean_squared_error(trainY[0], trainPredict[:,0]))
print('Train Score: %.2f RMSE' % (trainScore))
testScore = numpy.sqrt(mean_squared_error(testY[0], testPredict[:,0]))
print('Test Score: %.2f RMSE' % (testScore))

# shift train predictions for plotting
trainPredictPlot = numpy.empty_like(dataset)
trainPredictPlot[:, :] = numpy.nan
trainPredictPlot[look_back:len(trainPredict)+look_back, :] = trainPredict

# shift test predictions for plotting
testPredictPlot = numpy.empty_like(dataset)
testPredictPlot[:, :] = numpy.nan
testPredictPlot[len(trainPredict)+(look_back*2)+1:len(dataset)-1, :] = testPredict

# plot baseline and predictions

This was the result:

Epoch 100/100
 - 1s - loss: 0.0180 - acc: 0.0087
Train Score: 268653367.45 RMSE
Test Score: 361613531.08 RMSE



I manually went back and normalized the data set (in Google Sheets), which I thought this part was doing (see below), and the results were much different.

# normalize the dataset
scaler = MinMaxScaler(feature_range=(0, 1))
dataset = scaler.fit_transform(dataset)

Result here:

Epoch 100/100
 - 1s - loss: 0.0180 - acc: 0.0087
Train Score: 0.13 RMSE
Test Score: 0.18 RMSE

Add more lstm layers and increase no of epochs or batch size see the accuracy results. You can add regularizers and/or dropout to decrease the learning capacity of your model. may some adding more epochs also leads to overfitting the model ,due to this testing accuracy will be decreased.

be balanced on no of epochs and batch size .


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