- Data preparation
- Data visualization
- LSTM data preparation
- Fit model along with regularization term
- Evaluate model
Data preparation:
- Replace NA values
- Parse date-time into pandas dataframe index
- Specified clear names for each columns
Data visualization
- Used matplotlib to plot
LSTM data preparation
- Normalized data
- Transformed dataset into supervised learning problem
Model Fitting
- Split data into train and test
- Split into i/p and o/p
- Reshape into 3D
- Define a 50 neuron followed by 1 nueron LSTM
- Add dropout at 30%
- Plot history of training and testing loss
Evaluate model
- Make prediction
- Invert scalings
- Calculate RMSE