TF之LSTM：基于tensorflow框架自定义LSTM算法实现股票历史(1990~2015数据集,6112预测后100+单变量最高)行情回归预测
目录
输出结果
LSTM代码
输出结果
数据集
LSTM代码
def LSTM(batch):
w_in=weights['in']
b_in=biases['in']
input_rnn=tf.matmul(input,w_in)+b_in
input_rnn=tf.reshape(input_rnn,[-1,time_step,rnn_unit])
cell=tf.nn.rnn_cell.BasicLSTMCell(rnn_unit)
init_state=cell.zero_state(batch,dtype=tf.float32)
output_rnn,final_states=tf.nn.dynamic_rnn(cell, input_rnn,initial_state=init_state, dtype=tf.float32)
output=tf.reshape(output_rnn,[-1,rnn_unit])
w_out=weights['out']
b_out=biases['out']
pred=tf.matmul(output,w_out)+b_out
return pred,final_states
