is impossible predict hours time series to minutes time series?

Wed, 01 May 2019 13:11:26 +0000

https://stackoverflow.com/questions/55930051/is-impossible-predict-hours-time-series-to-minutes-time-series

i want to this hours time series predict model to minute predict model

model.predict is abnormal

Wed, 20 Mar 2019 09:51:59 +0000

the code is

import numpy as np
import pandas as pd
from keras.models import Sequential
from keras.layers import Dense, LSTM, Dropout
from keras.layers.core import Dense, Activation, Dropout
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error
import matplotlib.pyplot as plt

def create_dataset(signal_data, look_back=1):
dataX, dataY = [], []
for i in range(len(signal_data) - look_back):
dataX.append(signal_data[i:(i + look_back), 0])
dataY.append(signal_data[i + look_back, 0])
return np.array(dataX), np.array(dataY)



look_back = 10

# 1. 데이터셋 생성하기
#signal_data = np.cos(np.arange(1600) * (20 * np.pi / 1000))[:, None]
df = pd.read_csv('test.csv')
signal_data = df.Close.values.astype('float32')
signal_data = signal_data.reshape(len(df), 1)

train_size = int(len(signal_data) * 0.80)
test_size = len(signal_data) - train_size
train, test = signal_data[0:train_size,:], signal_data[train_size:len(signal_data),:]

trainX, trainY = create_dataset(train, look_back)
testX, testY = create_dataset(test, look_back)

trainX = np.reshape(trainX, (trainX.shape[0], trainX.shape[1], 1))
testX = np.reshape(testX, (testX.shape[0], testX.shape[1], 1 ))

model = Sequential()
model.add(LSTM(32, input_shape=(look_back, 1)))
model.add(Dropout(0.3))
model.add(Dense(1))

# 3. 모델 학습과정 설정하기
model.compile(loss='mean_squared_error', optimizer='adam')

# 4. 모델 학습시키기
hist = model.fit(trainX, trainY, epochs=10, batch_size=16)
plt.plot(testY)

p = model.predict(testX)
plt.plot(testY)
plt.plot(p)
plt.legend(['testY', 'p'], loc='upper right')
plt.show()

and test.csv is

then

i got

i don't know what am i wrong...

help me plz

test.csv is https://docs.google.com/spreadsheets/d/13kvyiD7MRsneTiFv3Y6N2fWOPkI-VQ8XdK66fxB026Y/edit?usp=sharing

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is impossible predict hours time series to minutes time series?

model.predict is abnormal