Created
August 24, 2019 07:47
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def create_dataset(signal_data, look_back=1): | |
dataX, dataY = [], [] | |
for i in range(len(signal_data) - look_back): | |
dataX.append(signal_data[i:(i + look_back), :]) | |
dataY.append(signal_data[i + look_back, -1]) | |
return np.array(dataX), np.array(dataY) | |
look_back = 20 | |
stock = 'kospi.csv' | |
df = pd.read_csv(stock) | |
signal_data = df[["close", "volume"]].values.astype('float32') | |
scaler = MinMaxScaler() | |
signal_data = scaler.fit_transform(signal_data) | |
train_size = int(len(signal_data) * 0.80) | |
test_size = len(signal_data) - train_size | |
train = signal_data[0:train_size] | |
test = signal_data[train_size:] | |
# train, test = stock_price[0:train_size,:], stock_price[train_size:len(stock_price),:] | |
# 데이터셋 생성 | |
x_train, y_train = create_dataset(train, look_back) | |
x_test, y_test = create_dataset(test, look_back) |
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after create_dataset
Then
ValueError: Found array with dim 3. StandardScaler expected <= 2.
occur