# 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](https://www.altumintelligence.com/articles/a/Time-Series-Prediction-Using-LSTM-Deep-Neural-Networks)

[Video on the workings and usage of LSTMs and run-through of this code](https://www.youtube.com/watch?v=2np77NOdnwk)

## 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 sin wave sequential prediction](https://www.altumintelligence.com/assets/time-series-prediction-using-lstm-deep-neural-networks/sinwave_full_seq.png)

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

![Output for stock market multiple sequential predictions](https://www.altumintelligence.com/assets/time-series-prediction-using-lstm-deep-neural-networks/sp500_multi_2d.png)