lstm滞后性,LSTM RNN有趣的结果:训练和验证数据的滞后结果

在使用LSTM RNN进行市场方向预测时,作者发现模型在训练和验证数据上的输出存在4个月的滞后性。虽然模型在训练数据上表现得非常吻合,但这种滞后性使得预测并不准确。在验证数据上,尽管没有训练数据那么接近,但仍过于精确。作者意识到错误在于预测方式,即每天使用实际价格加上滞后4个月的预测变化,导致预测线始终紧贴实际价格。因此,作者决定不再关注图形表现,转而寻找降低验证损失的指标。
摘要由CSDN通过智能技术生成

As an introduction to RNN/LSTM (stateless) I'm training a model with sequences of 200 days of previous data (X), including things like daily price change, daily volume change, etc and for the labels/Y I have the % price change from current price to that in 4 months. Basically I want to estimate the market direction, not to be 100% accurate. But I'm getting some odd results...

When I then test my model with the training data, I notice the output from the model is a perfect fit when compared to the actual data, it just lags by exactly 4 months:

1rvmF.png

When I shift the data by 4 months, you can see it's a perfect fit.

11S0C.png

I can obviously understand why the training data would be a very close fit as it has

  • 0
    点赞
  • 3
    收藏
    觉得还不错? 一键收藏
  • 0
    评论
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值