Training a multi-variate multi-series regression problem with stateful LSTMs in Keras
问题 I have time series of P processes, each of varying length but all having 5 variables (dimensions). I am trying to predict the estimated lifetime of a test process. I am approaching this problem with a stateful LSTM in Keras. But I am not sure if my training process is correct. I divide each sequence into batches of length 30 . So each sequence is of the shape (s_i, 30, 5) , where s_i is different for each of the P sequences ( s_i = len(P_i)//30 ). I append all sequences into my training data