How to make time series prediction with change point problem?
$begingroup$
For example , i have 1000 row with 2 column ( X and y ). X is feature , y is target
row 1 until row 500, y = -X
row 501 until row 1000 , y = X
index, X, y
1, 1, -1
2, 19, -19
3, 10, -10
4, 20, -20
...
500, 23, -23
501, 5, 5
502, 18, 18
503, 7, 7
...
1000, 21, 21
Obviously, there is correlation change on row 501 , from negative correlation to positive correlation.
How to make prediction , if i want to predict row 1001 ?
can LSTM solve this problem ?
this is just dummy data , in my real problem i have many features and i cant check on by one , so dont ask me to do something manually
i'll be happy if someone can give some code to solve this problem because i'm a newbie in time series deep learning. i just start to learn Keras
deep-learning keras time-series
asked 17 hours ago
HjinHjin
1
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Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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$endgroup$
add a comment |
$begingroup$
For example , i have 1000 row with 2 column ( X and y ). X is feature , y is target
row 1 until row 500, y = -X
row 501 until row 1000 , y = X
index, X, y
1, 1, -1
2, 19, -19
3, 10, -10
4, 20, -20
...
500, 23, -23
501, 5, 5
502, 18, 18
503, 7, 7
...
1000, 21, 21
Obviously, there is correlation change on row 501 , from negative correlation to positive correlation.
How to make prediction , if i want to predict row 1001 ?
can LSTM solve this problem ?
this is just dummy data , in my real problem i have many features and i cant check on by one , so dont ask me to do something manually
i'll be happy if someone can give some code to solve this problem because i'm a newbie in time series deep learning. i just start to learn Keras
deep-learning keras time-series
asked 17 hours ago
HjinHjin
1
New contributor
Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
add a comment |
$begingroup$
For example , i have 1000 row with 2 column ( X and y ). X is feature , y is target
row 1 until row 500, y = -X
row 501 until row 1000 , y = X
index, X, y
1, 1, -1
2, 19, -19
3, 10, -10
4, 20, -20
...
500, 23, -23
501, 5, 5
502, 18, 18
503, 7, 7
...
1000, 21, 21
Obviously, there is correlation change on row 501 , from negative correlation to positive correlation.
How to make prediction , if i want to predict row 1001 ?
can LSTM solve this problem ?
this is just dummy data , in my real problem i have many features and i cant check on by one , so dont ask me to do something manually
i'll be happy if someone can give some code to solve this problem because i'm a newbie in time series deep learning. i just start to learn Keras
deep-learning keras time-series
asked 17 hours ago
HjinHjin
1
New contributor
Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
For example , i have 1000 row with 2 column ( X and y ). X is feature , y is target
row 1 until row 500, y = -X
row 501 until row 1000 , y = X
index, X, y
1, 1, -1
2, 19, -19
3, 10, -10
4, 20, -20
...
500, 23, -23
501, 5, 5
502, 18, 18
503, 7, 7
...
1000, 21, 21
Obviously, there is correlation change on row 501 , from negative correlation to positive correlation.
How to make prediction , if i want to predict row 1001 ?
can LSTM solve this problem ?
this is just dummy data , in my real problem i have many features and i cant check on by one , so dont ask me to do something manually
i'll be happy if someone can give some code to solve this problem because i'm a newbie in time series deep learning. i just start to learn Keras
deep-learning keras time-series
deep-learning keras time-series
asked 17 hours ago
HjinHjin
1
New contributor
Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 17 hours ago
HjinHjin
1
New contributor
Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 17 hours ago
HjinHjin
1
New contributor
Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 17 hours ago
HjinHjin
1
asked 17 hours ago
HjinHjin
1
1
New contributor
Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
Hjin is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
add a comment |
add a comment |
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