Tada's usage (see discussion)

keras.py

""" From:  http://danielhnyk.cz/predicting-sequences-vectors-keras-using-rnn-lstm/ """
from keras.models import Sequential  
from keras.layers.core import TimeDistributedDense, Activation, Dropout  
from keras.layers.recurrent import GRU
import numpy as np

def _load_data(data, steps = 40):  
    docX, docY = [], []
    for i in range(0, data.shape[0]/steps-1):
        docX.append(data[i*steps:(i+1)*steps,:])
        docY.append(data[(i*steps+1):((i+1)*steps+1),:])
    alsX = np.array(docX)
    alsY = np.array(docY)
    return alsX, alsY

def train_test_split(data, test_size=0.15):  
    #    This just splits data to training and testing parts
    X,Y = _load_data(data)
    ntrn = round(X.shape[0] * (1 - test_size))
    perms = np.random.permutation(X.shape[0])
    X_train, Y_train = X.take(perms[0:ntrn],axis=0), Y.take(perms[0:ntrn],axis=0)
    X_test, Y_test = X.take(perms[ntrn:],axis=0),Y.take(perms[ntrn:],axis=0)
    return (X_train, Y_train), (X_test, Y_test) 

np.random.seed(0)  # For reproducability
data = np.genfromtxt('closingAdjLog.csv', delimiter=',')
(X_train, y_train), (X_test, y_test) = train_test_split(np.flipud(data))  # retrieve data
print "Data loaded."

in_out_neurons = 20  
hidden_neurons = 200

model = Sequential()  
model.add(GRU(hidden_neurons, input_dim=in_out_neurons, return_sequences=True))
model.add(Dropout(0.2))
model.add(TimeDistributedDense(in_out_neurons))  
model.add(Activation("linear"))  
model.compile(loss="mean_squared_error", optimizer="rmsprop") 
print "Model compiled."

# and now train the model. 
model.fit(X_train, y_train, batch_size=30, nb_epoch=200, validation_split=0.1)  
predicted = model.predict(X_test)  
print np.sqrt(((predicted - y_test) ** 2).mean(axis=0)).mean()  # Printing RMSE 

me to please.
I was wondering what the file looks like?
Many thanks
Andrew

is there any chance to have access to 'closingAdjLog.csv'?

@hnykda Hi I wonder what are in the closingAdjLog file? Could you share that or just tell what should be the input format? Thank you.

can you share what are in the closingAdjLog file? or the format