3 ms·

Actual way this experiment should work: feed the recurrent NN with stock markets data from the latest 10 years but the latest year. Then display the prediction

• turingcompeteme 9y ago
  Predicting for only the last year is good, but there are two even better ways: - An expanding window where you train on the first year of data and predict the second. Then train on the first two years and predict the third, etc. - A rolling window where you train on years 1 and 2 and predict 3. Then train on 2 and 3 and predict 4, etc. You need to show that your predictions work for any time period, not just the past year.
• bduerst 9y ago
  You'll see things like the global recession recovery and other major outliers skewing your data.