How do you do grid search for Keras LSTM on time series? I have seen various possible solutions, some recommend to do it manually with for loops, some say to use scikit-learn GridSearchCV. Feedback would be very useful. Thanks.
See here. Brownlee has a lot of good tutorials on time series: https://machinelearningmastery.com/how-to-grid-search-deep-learning-models-for-time-series-forecasting/