LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data

Last update: Jan 02, 2023

Overview

LSTM Neural Network for Time Series Prediction

LSTM built using the Keras Python package to predict time series steps and sequences. Includes sine wave and stock market data.

Full article write-up for this code

Video on the workings and usage of LSTMs and run-through of this code

Requirements

Install requirements.txt file to make sure correct versions of libraries are being used.

Python 3.5.x
TensorFlow 1.10.0
Numpy 1.15.0
Keras 2.2.2
Matplotlib 2.2.2

Output for sine wave sequential prediction:

Output for stock market multi-dimensional multi-sequential predictions:

Owner

Jakob Aungiers

Head of Systematic Market Making at a global HFT firm // Expert Adviser & Consultant in AI // Skydiver // Surfer // Adventurer

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