LSTM Sequence Prediction in Keras just outputs last step in the input
I am currently working with Keras using Tensorflow as the backend. I have a LSTM Sequence Prediction model shown below that I am using to predict one step ahead in a data series (input 30 steps [each with 4 features], output predicted step 31). model = Sequential() model.add(LSTM( input_dim=4, output_dim=75, return_sequences=True)) model.add(Dropout(0.2)) model.add(LSTM( 150, return_sequences=False)) model.add(Dropout(0.2)) model.add(Dense( output_dim=4)) model.add(Activation("linear")) model.compile(loss="mse", optimizer="rmsprop") return model The issue I'm having is that after training the