[SOLVED] Series prediction with multiple labels / predictions in one process
I built a model for series forecasting (according to Thomas Ott's tutorial) which works pretty good.
However, now I'm struggling to forecast more than one value and I was wondering if someone is outthere who can advise...
A few words to my setup: My raw data are multiple stock close prices. The current process (the windowing operator) only allows for setting one label to train the model. Hence, I can only forecast a single stock value.
However, my aim is to have forecast for several of these stocks in the raw data in one single process.
In the end I would like to compare the predictions to see for which of the stocks I can expect the most significant change + its direction.