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@Lay4U
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)
@Lay4U
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Lay4U commented Aug 24, 2019

after create_dataset

scx = StandardScaler()
scy = StandardScaler()

x_train = scx.fit_transform(x_train)
x_test = scx.fit_transform(x_test)
y_train = scy.fit_transform(y_train)

Then ValueError: Found array with dim 3. StandardScaler expected <= 2. occur

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