sequence_length = 24
batch_size = 1
input = "Open", "High", "Low", "Close", "Volume"
output = Close
train_x.shape = [4299, 1, 24, 5]
ground_truth.shape = [4299, 1, 24, 1]
n_epochs = 34
lr=0.00001
hidden_dim = 120
n_layers = 4
Full dataset normalized
Sigmoid fully connected layer
sequence_length = 24
batch_size = 1
input = "Open", "High", "Low", "Close", "Volume"
output = Close
train_x.shape = [4299, 1, 24, 5]
ground_truth.shape = [4299, 1, 24, 1]
n_epochs = 20
lr=0.00001
hidden_dim = 120
n_layers = 4
Full dataset normalized
no activation function in the fully connected layer
sequence_length = 22
batch_size = 1
input = "Open", "High", "Low", "Close", "Volume"
output = Close
train_x.shape = [4299, 1, 24, 5]
ground_truth.shape = [4299, 1, 24, 1]
n_epochs = 20
lr=0.00001
hidden_dim = 64
n_layers = 4
Full dataset normalized
no activation function in the fully connected layer
sequence_length = 132
batch_size = 1
input = "Open", "High", "Low", "Close", "Volume"
output = Close
train_x.shape = [4299, 1, 24, 5]
ground_truth.shape = [4299, 1, 24, 1]
n_epochs = 100
lr=0.00001
hidden_dim = 8
n_layers = 5
Full dataset normalized
no activation function in the fully connected layer
Same as above trained 200 epochs
Same but 300 epochs
sequence_length = 22
batch_size = 1
input = "Open", "High", "Low", "Close", "Volume"
output = Close
train_x.shape = [4299, 1, 24, 5]
ground_truth.shape = [4299, 1, 24, 1]
n_epochs = 60
lr=0.00001
hidden_dim = 4
n_layers = 3
Full dataset normalized
no activation function in the fully connected layer
sequence_length = 22
batch_size = 1
input = "Open", "High", "Low", "Close", "Volume"
output = Close
train_x.shape = [8260, 1, 24, 5]
ground_truth.shape = [8260, 1, 24, 1]
n_epochs = 60
lr=0.00001
hidden_dim = 32
n_layers = 4
Full dataset normalized
no activation function in the fully connected layer
1 min data
sequence_length = 288
batch_size = 8
input = "Open", "High", "Low", "Close", "Volume"
output = Close
train_x.shape = [8260, 1, 24, 5]
ground_truth.shape = [8260, 1, 24, 1]
n_epochs = 60
lr=0.00001
hidden_dim = 1024
n_layers = 4
Full dataset normalized
no activation function in the fully connected layer
1 hour data
60 past data 'Close' values
batch size = 1