How To Convert 2d Array Into Format That Keras+lstm Needs
I have a 5000 by 9 2d numpy array of features trainX which are the features of a time sequence. I also have a 1d numpy array of floating point feature labels trainY. This is exact
Solution 1:
The format is (samples, timeSteps, features)
How many sequences do you have? It sounds like one sequence of 5000 steps, is that right?
Then the format is (1,5000,9)
.
The labels should also be (1,5000,1)
, if you have one label per time step. (Then use return_sequences=True
). Otherwise labels are (1,1)
.
Optionally, you may want to split your single sequence in many segments, in a classical sliding window case, for instance, where you'd have many samples with less time steps, such as (4998,3,1)
, supposing you want a 3-step window. Then the labels should follow: (4998,1)
.
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