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25 lines
1.1 KiB
25 lines
1.1 KiB
# LSTM Neural Network for Time Series Prediction
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LSTM built using the Keras Python package to predict time series steps and sequences. Includes sine wave and stock market data.
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[Full article write-up for this code](https://www.altumintelligence.com/articles/a/Time-Series-Prediction-Using-LSTM-Deep-Neural-Networks)
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[Video on the workings and usage of LSTMs and run-through of this code](https://www.youtube.com/watch?v=2np77NOdnwk)
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## Requirements
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Install requirements.txt file to make sure correct versions of libraries are being used.
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* Python 3.5.x
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* TensorFlow 1.10.0
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* Numpy 1.15.0
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* Keras 2.2.2
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* Matplotlib 2.2.2
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Output for sine wave sequential prediction:
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![Output for sin wave sequential prediction](https://www.altumintelligence.com/assets/time-series-prediction-using-lstm-deep-neural-networks/sinwave_full_seq.png)
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Output for stock market multi-dimensional multi-sequential predictions:
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![Output for stock market multiple sequential predictions](https://www.altumintelligence.com/assets/time-series-prediction-using-lstm-deep-neural-networks/sp500_multi_2d.png) |