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Input dimension #56

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MarcProbst12 opened this issue Oct 17, 2023 · 1 comment
Open

Input dimension #56

MarcProbst12 opened this issue Oct 17, 2023 · 1 comment

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@MarcProbst12
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Hi, thanks for your work. I have a question regarding how to set up my input dimension for finance application.

My input currently is ( #examples, #features) (1.000.000, 177) . It's grouped according to the share and sorted according to the Date. Can you maybe be so kind and explain me how to set it up so that i can use it for an LTC?

Thanks a lot in advance!
@mlech26l
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Hi, the data format should be (#examples, #timesteps, #features).

For example, if we have 100 samples, each being a time-series with 20 timesteps and having 8 features, the training set should be of the shape (100, 20, 8).

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@mlech26l @MarcProbst12