Keras TimeSeries - Regression with negative values









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I am trying to make regression tasks for time series, my data is like the below, i make window size of 10, and input feature as below, and target is the 5th column. as you see it has data of 70, 110, -100, 540,-130, 50



My model as below:



model = Sequential((
Conv1D(filters=filters, kernel_size=kernel_size, activation='relu',
input_shape=(window_size, nb_series)),
MaxPooling1D(),
Conv1D(filters=filters, kernel_size=kernel_size, activation='relu'),
MaxPooling1D(),
Flatten(),
Dense(nb_outputs, activation='linear'),
))
model.compile(loss='mse', optimizer='adam', metrics=['mae'])


My Input features as below:




0.00000000,0.42857143,0.57142857,0.00000000,70.00000000,1.00061741,1.00002238,22.40000000,24.85000000,30.75000000,8.10000000,1.00015876,1.00294701,0.99736059,-44.57995000,1.00166700,0.99966561,-0.00003286,0.00030157,1.00252034,49.18000000,40.96386000,19.74918000,-62.22000000
0.00000000,0.09090909,0.72727273,0.18181818,110.00000000,0.99963650,0.99928427,19.19000000,28.89000000,26.65000000,8.60000000,0.99939526,1.00217111,0.99660950,12.04301000,1.00082978,0.99883018,0.00008147,0.00026953,1.00153663,53.70000000,84.81013000,49.33018000,-42.22000000
0.00000000,0.20000000,0.80000000,0.00000000,-100.00000000,1.00034178,1.00016118,19.04000000,27.35000000,36.43000000,9.00000000,1.00028776,1.00300655,0.99756896,-40.34054000,1.00162433,0.99962294,-0.00000094,0.00019842,1.00235166,48.98000000,73.17073000,64.22563000,-62.22000000
0.00000000,0.07407407,0.92592593,0.00000000,540.00000000,0.99554634,0.99608051,20.92000000,32.90000000,20.02000000,12.60000000,0.99583374,0.99957548,0.99209201,166.35514000,0.99723072,0.99523842,0.00069929,0.00025201,0.99342482,67.12000000,89.24051000,83.36000000,-4.23000000
1.00000000,0.30769231,0.53846154,0.15384615,-130.00000000,0.99639984,0.99731696,21.73000000,29.41000000,17.35000000,12.20000000,0.99672034,1.00037538,0.99306530,119.32773000,0.99799071,0.99599723,0.00083646,0.00027643,0.99429023,64.25000000,86.70213000,86.32629000,-13.89000000
1.00000000,0.20000000,0.20000000,0.60000000,50.00000000,0.99590955,0.99698694,24.48000000,37.15000000,15.04000000,12.90000000,0.99618042,1.00005922,0.99230162,123.46570000,0.99737959,0.99538689,0.00105610,0.00034937,0.99368338,66.72000000,87.79070000,86.43382000,-1.39000000





I get the below loss and no matter how many epochs, switching between activation functions, optimizer.
I understand that this is because of the mean of the output over my dataset is between 122-124 this is why i always get this value.




297055/297071 [============================>.] - ETA: 0s - loss: 22789.0087 - mean_absolute_error: 123.0670
297071/297071 [==============================] - 144s 486us/step - loss: 22788.9740 - mean_absolute_error: 123.0673 - val_loss: 10519.1722 - val_mean_absolute_error: 79.3461


And by testing the prediction using the below code:



pred = model.predict(X_test)
print('nnactual', 'predicted', sep='t')
for actual, predicted in zip(y_test, pred.squeeze()):
print(actual.squeeze(), predicted, sep='t')


I get the below output:

for linear activation at the output layer




20.0 -0.059563223
-22.0 -0.059563223
-55.0 -0.059563223


for relu activation at the output layer:




235.0 0.0
-170.0 0.0
154.0 0.0


And Sigmoid:




-54.0 1.4216835e-36
-39.0 0.0
66.0 2.0888916e-37


Is there a way to predict continuous integers like above ?



Is it the activation function ?



Is it an issue of feature selection ?



Is it an architectural issue, maybe LSTM is better ?



Also any recommendation regarding the kernel size, filters, loss, activation and optimizer is so much appreciate.



Update:
I have tried to use LSTM using the below model:



# design network
model = Sequential()
model.add(LSTM(50, input_shape=(X.shape[1], X.shape[2])))
model.add(Dense(1))
model.compile(loss='mae', optimizer='adam', metrics=['mae'])
# fit network
model.fit(X_train, y_train, epochs=2, batch_size=10,
validation_data=(X_test, y_test), shuffle=False)


And i got the below Loss:




297071/297071 [==============================] - 196s 661us/step - loss: 122.8202 - mean_absolute_error: 122.8202 - val_loss: 78.2440 - val_mean_absolute_error: 78.2440
Epoch 2/2
297071/297071 [==============================] - 196s 661us/step - loss: 122.3811 - mean_absolute_error: 122.3811 - val_loss: 78.4328 - val_mean_absolute_error: 78.4328


And the below predicted values:




-55.0 -45.222805
-105.0 -21.363165
29.0 -18.858946
-125.0 -34.27912
-134.0 20.847342
-108.0 30.286516
113.0 31.09069
-63.0 8.848535


Is it the architecture or the data ?










share|improve this question



























    up vote
    0
    down vote

    favorite














    I am trying to make regression tasks for time series, my data is like the below, i make window size of 10, and input feature as below, and target is the 5th column. as you see it has data of 70, 110, -100, 540,-130, 50



    My model as below:



    model = Sequential((
    Conv1D(filters=filters, kernel_size=kernel_size, activation='relu',
    input_shape=(window_size, nb_series)),
    MaxPooling1D(),
    Conv1D(filters=filters, kernel_size=kernel_size, activation='relu'),
    MaxPooling1D(),
    Flatten(),
    Dense(nb_outputs, activation='linear'),
    ))
    model.compile(loss='mse', optimizer='adam', metrics=['mae'])


    My Input features as below:




    0.00000000,0.42857143,0.57142857,0.00000000,70.00000000,1.00061741,1.00002238,22.40000000,24.85000000,30.75000000,8.10000000,1.00015876,1.00294701,0.99736059,-44.57995000,1.00166700,0.99966561,-0.00003286,0.00030157,1.00252034,49.18000000,40.96386000,19.74918000,-62.22000000
    0.00000000,0.09090909,0.72727273,0.18181818,110.00000000,0.99963650,0.99928427,19.19000000,28.89000000,26.65000000,8.60000000,0.99939526,1.00217111,0.99660950,12.04301000,1.00082978,0.99883018,0.00008147,0.00026953,1.00153663,53.70000000,84.81013000,49.33018000,-42.22000000
    0.00000000,0.20000000,0.80000000,0.00000000,-100.00000000,1.00034178,1.00016118,19.04000000,27.35000000,36.43000000,9.00000000,1.00028776,1.00300655,0.99756896,-40.34054000,1.00162433,0.99962294,-0.00000094,0.00019842,1.00235166,48.98000000,73.17073000,64.22563000,-62.22000000
    0.00000000,0.07407407,0.92592593,0.00000000,540.00000000,0.99554634,0.99608051,20.92000000,32.90000000,20.02000000,12.60000000,0.99583374,0.99957548,0.99209201,166.35514000,0.99723072,0.99523842,0.00069929,0.00025201,0.99342482,67.12000000,89.24051000,83.36000000,-4.23000000
    1.00000000,0.30769231,0.53846154,0.15384615,-130.00000000,0.99639984,0.99731696,21.73000000,29.41000000,17.35000000,12.20000000,0.99672034,1.00037538,0.99306530,119.32773000,0.99799071,0.99599723,0.00083646,0.00027643,0.99429023,64.25000000,86.70213000,86.32629000,-13.89000000
    1.00000000,0.20000000,0.20000000,0.60000000,50.00000000,0.99590955,0.99698694,24.48000000,37.15000000,15.04000000,12.90000000,0.99618042,1.00005922,0.99230162,123.46570000,0.99737959,0.99538689,0.00105610,0.00034937,0.99368338,66.72000000,87.79070000,86.43382000,-1.39000000





    I get the below loss and no matter how many epochs, switching between activation functions, optimizer.
    I understand that this is because of the mean of the output over my dataset is between 122-124 this is why i always get this value.




    297055/297071 [============================>.] - ETA: 0s - loss: 22789.0087 - mean_absolute_error: 123.0670
    297071/297071 [==============================] - 144s 486us/step - loss: 22788.9740 - mean_absolute_error: 123.0673 - val_loss: 10519.1722 - val_mean_absolute_error: 79.3461


    And by testing the prediction using the below code:



    pred = model.predict(X_test)
    print('nnactual', 'predicted', sep='t')
    for actual, predicted in zip(y_test, pred.squeeze()):
    print(actual.squeeze(), predicted, sep='t')


    I get the below output:

    for linear activation at the output layer




    20.0 -0.059563223
    -22.0 -0.059563223
    -55.0 -0.059563223


    for relu activation at the output layer:




    235.0 0.0
    -170.0 0.0
    154.0 0.0


    And Sigmoid:




    -54.0 1.4216835e-36
    -39.0 0.0
    66.0 2.0888916e-37


    Is there a way to predict continuous integers like above ?



    Is it the activation function ?



    Is it an issue of feature selection ?



    Is it an architectural issue, maybe LSTM is better ?



    Also any recommendation regarding the kernel size, filters, loss, activation and optimizer is so much appreciate.



    Update:
    I have tried to use LSTM using the below model:



    # design network
    model = Sequential()
    model.add(LSTM(50, input_shape=(X.shape[1], X.shape[2])))
    model.add(Dense(1))
    model.compile(loss='mae', optimizer='adam', metrics=['mae'])
    # fit network
    model.fit(X_train, y_train, epochs=2, batch_size=10,
    validation_data=(X_test, y_test), shuffle=False)


    And i got the below Loss:




    297071/297071 [==============================] - 196s 661us/step - loss: 122.8202 - mean_absolute_error: 122.8202 - val_loss: 78.2440 - val_mean_absolute_error: 78.2440
    Epoch 2/2
    297071/297071 [==============================] - 196s 661us/step - loss: 122.3811 - mean_absolute_error: 122.3811 - val_loss: 78.4328 - val_mean_absolute_error: 78.4328


    And the below predicted values:




    -55.0 -45.222805
    -105.0 -21.363165
    29.0 -18.858946
    -125.0 -34.27912
    -134.0 20.847342
    -108.0 30.286516
    113.0 31.09069
    -63.0 8.848535


    Is it the architecture or the data ?










    share|improve this question

























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite













      I am trying to make regression tasks for time series, my data is like the below, i make window size of 10, and input feature as below, and target is the 5th column. as you see it has data of 70, 110, -100, 540,-130, 50



      My model as below:



      model = Sequential((
      Conv1D(filters=filters, kernel_size=kernel_size, activation='relu',
      input_shape=(window_size, nb_series)),
      MaxPooling1D(),
      Conv1D(filters=filters, kernel_size=kernel_size, activation='relu'),
      MaxPooling1D(),
      Flatten(),
      Dense(nb_outputs, activation='linear'),
      ))
      model.compile(loss='mse', optimizer='adam', metrics=['mae'])


      My Input features as below:




      0.00000000,0.42857143,0.57142857,0.00000000,70.00000000,1.00061741,1.00002238,22.40000000,24.85000000,30.75000000,8.10000000,1.00015876,1.00294701,0.99736059,-44.57995000,1.00166700,0.99966561,-0.00003286,0.00030157,1.00252034,49.18000000,40.96386000,19.74918000,-62.22000000
      0.00000000,0.09090909,0.72727273,0.18181818,110.00000000,0.99963650,0.99928427,19.19000000,28.89000000,26.65000000,8.60000000,0.99939526,1.00217111,0.99660950,12.04301000,1.00082978,0.99883018,0.00008147,0.00026953,1.00153663,53.70000000,84.81013000,49.33018000,-42.22000000
      0.00000000,0.20000000,0.80000000,0.00000000,-100.00000000,1.00034178,1.00016118,19.04000000,27.35000000,36.43000000,9.00000000,1.00028776,1.00300655,0.99756896,-40.34054000,1.00162433,0.99962294,-0.00000094,0.00019842,1.00235166,48.98000000,73.17073000,64.22563000,-62.22000000
      0.00000000,0.07407407,0.92592593,0.00000000,540.00000000,0.99554634,0.99608051,20.92000000,32.90000000,20.02000000,12.60000000,0.99583374,0.99957548,0.99209201,166.35514000,0.99723072,0.99523842,0.00069929,0.00025201,0.99342482,67.12000000,89.24051000,83.36000000,-4.23000000
      1.00000000,0.30769231,0.53846154,0.15384615,-130.00000000,0.99639984,0.99731696,21.73000000,29.41000000,17.35000000,12.20000000,0.99672034,1.00037538,0.99306530,119.32773000,0.99799071,0.99599723,0.00083646,0.00027643,0.99429023,64.25000000,86.70213000,86.32629000,-13.89000000
      1.00000000,0.20000000,0.20000000,0.60000000,50.00000000,0.99590955,0.99698694,24.48000000,37.15000000,15.04000000,12.90000000,0.99618042,1.00005922,0.99230162,123.46570000,0.99737959,0.99538689,0.00105610,0.00034937,0.99368338,66.72000000,87.79070000,86.43382000,-1.39000000





      I get the below loss and no matter how many epochs, switching between activation functions, optimizer.
      I understand that this is because of the mean of the output over my dataset is between 122-124 this is why i always get this value.




      297055/297071 [============================>.] - ETA: 0s - loss: 22789.0087 - mean_absolute_error: 123.0670
      297071/297071 [==============================] - 144s 486us/step - loss: 22788.9740 - mean_absolute_error: 123.0673 - val_loss: 10519.1722 - val_mean_absolute_error: 79.3461


      And by testing the prediction using the below code:



      pred = model.predict(X_test)
      print('nnactual', 'predicted', sep='t')
      for actual, predicted in zip(y_test, pred.squeeze()):
      print(actual.squeeze(), predicted, sep='t')


      I get the below output:

      for linear activation at the output layer




      20.0 -0.059563223
      -22.0 -0.059563223
      -55.0 -0.059563223


      for relu activation at the output layer:




      235.0 0.0
      -170.0 0.0
      154.0 0.0


      And Sigmoid:




      -54.0 1.4216835e-36
      -39.0 0.0
      66.0 2.0888916e-37


      Is there a way to predict continuous integers like above ?



      Is it the activation function ?



      Is it an issue of feature selection ?



      Is it an architectural issue, maybe LSTM is better ?



      Also any recommendation regarding the kernel size, filters, loss, activation and optimizer is so much appreciate.



      Update:
      I have tried to use LSTM using the below model:



      # design network
      model = Sequential()
      model.add(LSTM(50, input_shape=(X.shape[1], X.shape[2])))
      model.add(Dense(1))
      model.compile(loss='mae', optimizer='adam', metrics=['mae'])
      # fit network
      model.fit(X_train, y_train, epochs=2, batch_size=10,
      validation_data=(X_test, y_test), shuffle=False)


      And i got the below Loss:




      297071/297071 [==============================] - 196s 661us/step - loss: 122.8202 - mean_absolute_error: 122.8202 - val_loss: 78.2440 - val_mean_absolute_error: 78.2440
      Epoch 2/2
      297071/297071 [==============================] - 196s 661us/step - loss: 122.3811 - mean_absolute_error: 122.3811 - val_loss: 78.4328 - val_mean_absolute_error: 78.4328


      And the below predicted values:




      -55.0 -45.222805
      -105.0 -21.363165
      29.0 -18.858946
      -125.0 -34.27912
      -134.0 20.847342
      -108.0 30.286516
      113.0 31.09069
      -63.0 8.848535


      Is it the architecture or the data ?










      share|improve this question

















      I am trying to make regression tasks for time series, my data is like the below, i make window size of 10, and input feature as below, and target is the 5th column. as you see it has data of 70, 110, -100, 540,-130, 50



      My model as below:



      model = Sequential((
      Conv1D(filters=filters, kernel_size=kernel_size, activation='relu',
      input_shape=(window_size, nb_series)),
      MaxPooling1D(),
      Conv1D(filters=filters, kernel_size=kernel_size, activation='relu'),
      MaxPooling1D(),
      Flatten(),
      Dense(nb_outputs, activation='linear'),
      ))
      model.compile(loss='mse', optimizer='adam', metrics=['mae'])


      My Input features as below:




      0.00000000,0.42857143,0.57142857,0.00000000,70.00000000,1.00061741,1.00002238,22.40000000,24.85000000,30.75000000,8.10000000,1.00015876,1.00294701,0.99736059,-44.57995000,1.00166700,0.99966561,-0.00003286,0.00030157,1.00252034,49.18000000,40.96386000,19.74918000,-62.22000000
      0.00000000,0.09090909,0.72727273,0.18181818,110.00000000,0.99963650,0.99928427,19.19000000,28.89000000,26.65000000,8.60000000,0.99939526,1.00217111,0.99660950,12.04301000,1.00082978,0.99883018,0.00008147,0.00026953,1.00153663,53.70000000,84.81013000,49.33018000,-42.22000000
      0.00000000,0.20000000,0.80000000,0.00000000,-100.00000000,1.00034178,1.00016118,19.04000000,27.35000000,36.43000000,9.00000000,1.00028776,1.00300655,0.99756896,-40.34054000,1.00162433,0.99962294,-0.00000094,0.00019842,1.00235166,48.98000000,73.17073000,64.22563000,-62.22000000
      0.00000000,0.07407407,0.92592593,0.00000000,540.00000000,0.99554634,0.99608051,20.92000000,32.90000000,20.02000000,12.60000000,0.99583374,0.99957548,0.99209201,166.35514000,0.99723072,0.99523842,0.00069929,0.00025201,0.99342482,67.12000000,89.24051000,83.36000000,-4.23000000
      1.00000000,0.30769231,0.53846154,0.15384615,-130.00000000,0.99639984,0.99731696,21.73000000,29.41000000,17.35000000,12.20000000,0.99672034,1.00037538,0.99306530,119.32773000,0.99799071,0.99599723,0.00083646,0.00027643,0.99429023,64.25000000,86.70213000,86.32629000,-13.89000000
      1.00000000,0.20000000,0.20000000,0.60000000,50.00000000,0.99590955,0.99698694,24.48000000,37.15000000,15.04000000,12.90000000,0.99618042,1.00005922,0.99230162,123.46570000,0.99737959,0.99538689,0.00105610,0.00034937,0.99368338,66.72000000,87.79070000,86.43382000,-1.39000000





      I get the below loss and no matter how many epochs, switching between activation functions, optimizer.
      I understand that this is because of the mean of the output over my dataset is between 122-124 this is why i always get this value.




      297055/297071 [============================>.] - ETA: 0s - loss: 22789.0087 - mean_absolute_error: 123.0670
      297071/297071 [==============================] - 144s 486us/step - loss: 22788.9740 - mean_absolute_error: 123.0673 - val_loss: 10519.1722 - val_mean_absolute_error: 79.3461


      And by testing the prediction using the below code:



      pred = model.predict(X_test)
      print('nnactual', 'predicted', sep='t')
      for actual, predicted in zip(y_test, pred.squeeze()):
      print(actual.squeeze(), predicted, sep='t')


      I get the below output:

      for linear activation at the output layer




      20.0 -0.059563223
      -22.0 -0.059563223
      -55.0 -0.059563223


      for relu activation at the output layer:




      235.0 0.0
      -170.0 0.0
      154.0 0.0


      And Sigmoid:




      -54.0 1.4216835e-36
      -39.0 0.0
      66.0 2.0888916e-37


      Is there a way to predict continuous integers like above ?



      Is it the activation function ?



      Is it an issue of feature selection ?



      Is it an architectural issue, maybe LSTM is better ?



      Also any recommendation regarding the kernel size, filters, loss, activation and optimizer is so much appreciate.



      Update:
      I have tried to use LSTM using the below model:



      # design network
      model = Sequential()
      model.add(LSTM(50, input_shape=(X.shape[1], X.shape[2])))
      model.add(Dense(1))
      model.compile(loss='mae', optimizer='adam', metrics=['mae'])
      # fit network
      model.fit(X_train, y_train, epochs=2, batch_size=10,
      validation_data=(X_test, y_test), shuffle=False)


      And i got the below Loss:




      297071/297071 [==============================] - 196s 661us/step - loss: 122.8202 - mean_absolute_error: 122.8202 - val_loss: 78.2440 - val_mean_absolute_error: 78.2440
      Epoch 2/2
      297071/297071 [==============================] - 196s 661us/step - loss: 122.3811 - mean_absolute_error: 122.3811 - val_loss: 78.4328 - val_mean_absolute_error: 78.4328


      And the below predicted values:




      -55.0 -45.222805
      -105.0 -21.363165
      29.0 -18.858946
      -125.0 -34.27912
      -134.0 20.847342
      -108.0 30.286516
      113.0 31.09069
      -63.0 8.848535


      Is it the architecture or the data ?







      keras time-series regression lstm convolution






      share|improve this question















      share|improve this question













      share|improve this question




      share|improve this question








      edited Nov 12 at 14:44

























      asked Nov 11 at 8:03









      Ramzy

      197




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