I want to use an LSTM to predict a value that only is released at the end of a day. Say I have minute data for stock trades, and I want to forecast the highest trade of the day. So it is a forecasting problem until the point where the data is trending down, then it is more of a "what would highest trade be if our observed sample is this." Do I make all 1440 data points of a day have the same value? Or just the last one and I predict only the last value of the day? In the preprocessing phase and would appreciate insight.
EManO13 t1_isuroz9 wrote
Reply to [D] Simple Questions Thread by AutoModerator
I want to use an LSTM to predict a value that only is released at the end of a day. Say I have minute data for stock trades, and I want to forecast the highest trade of the day. So it is a forecasting problem until the point where the data is trending down, then it is more of a "what would highest trade be if our observed sample is this." Do I make all 1440 data points of a day have the same value? Or just the last one and I predict only the last value of the day? In the preprocessing phase and would appreciate insight.