Keras TimeSeries - Regression with negative values
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 ?
keras time-series regression lstm convolution
add a comment |
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 ?
keras time-series regression lstm convolution
add a comment |
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 ?
keras time-series regression lstm convolution
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
keras time-series regression lstm convolution
edited Nov 12 at 14:44
asked Nov 11 at 8:03
Ramzy
197
197
add a comment |
add a comment |
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Stack Overflow!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53246870%2fkeras-timeseries-regression-with-negative-values%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown