stock prediction : GRU model predicting same given values instead of future stock price

Question

i was just testing this model from kaggle post this model suppose to predict 1 day ahead from given set of last stocks. After tweaking few parameters i got

Answer 1

In my opinion this is happening because your loss function here is mean squared error. The best way to minimize this error is by using the previous value as the estimate for the current step (especially if the steps are nearby).

You will start seeing the limitations of your model clearly if you try to predict the delta between samples.

I am currently experiencing similar issues trying to predict using time series. I haven't found a solution yet, but am working on extracting features as others pointed out.