Simple Flux LSTM for Time Series

[reemmasoud123]

LSTM training for a sequence of multiple features using a batch size 30

I am trying to do batch training using LSTM for a time series data with multiple features. Assuming I have 5000 samples and 5 features for each sample. The input uses 14 days into the past and the output is a single value on the 15th day. (My time step is 14). The size of my data is the following: xtrain: (5000,14,5) ytrain: (5000,1,1) My model is below. How do I train my data by using a batch size of 30? I tried using DataLoader and Flux.train but they are both not working with this input s…

I posted a question in the above link with the details.