質問編集履歴
1
前処理を加えました。
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@@ -51,6 +51,43 @@
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model = tf.keras.Model(inputs,outputs)
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```
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全処理になります。
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```python
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f = "AUDUSDM_15.csv"
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df = pd.read_csv(f)
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price_name = "Close"
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x = df[[price_name]]
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y = df[[price_name]]
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fit = preprocessing.MinMaxScaler().fit(y)
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x = preprocessing.MinMaxScaler().fit_transform(x)
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y = fit.transform(y)
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# x = np.asanyarray(x)
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# y = np.asanyarray(y)
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num_nits = 20
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s = 1
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gen1 = tf.keras.preprocessing.sequence.TimeseriesGenerator(x,y,num_nits,stride=1, batch_size=3000)
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x = []
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y = []
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for i in range(len(gen1)):
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xx,yy = gen1[i]
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xx,yy = xx.tolist(),yy.tolist()
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x.extend(xx)
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y.extend(yy)
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# del x[0]
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# del y[-1]
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x = np.asanyarray(x)
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y = np.asanyarray(y)
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xx = x[0:-130,]
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yy = y[0:-130,]
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train_x,test_x,train_y,test_y = train_test_split(xx,yy,test_size=0.2, shuffle =True)
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```
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### 試したこと
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ここに問題に対して試したことを記載してください。
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