LSTM Error in Index in array bounds
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Hello,
I'm trying to run LSTM , but it seems that the code is exceed the boundtry (.mat file attached).
close all; clear all
load aapl.mat
date=(AAPL{:,1});
Low=(AAPL{:,4})';
closeP=(AAPL{:,6})';
data={Low closeP}';
%data=[closeP]';
figure
plot(date,closeP)
xlabel("Month")
ylabel("Value")
title("S&P500")
numTimeStepsTrain = floor(0.80*length(data{1}));
for i=1:numel(data)
dataTrain{i} = data{i}(1:numTimeStepsTrain+1);
dataTest{i} = data{i}(numTimeStepsTrain+1:end);
end
for i=1:numel(dataTrain)
mu_train{i} = mean(dataTrain{i},2);
sig_train{i} = std(dataTrain{i});
dataTrainStandardized{i}=(dataTrain{i}-mu_train{i})./sig_train{i};
end
for i=1:numel(dataTrainStandardized)
XTrain{i} = dataTrainStandardized{i}(:,1:end-1);
YTrain{i} = dataTrainStandardized{2}(:,2:end);
end
numFeatures = 1;
numResponses = 1;
numHiddenUnits = 200;
layers = [ ...
sequenceInputLayer(numFeatures)
lstmLayer(numHiddenUnits)
fullyConnectedLayer(numResponses)
regressionLayer];
options = trainingOptions('adam', ...
'MaxEpochs',100, ...
'GradientThreshold',1, ...
'InitialLearnRate',0.005, ...
'LearnRateSchedule','piecewise', ...
'LearnRateDropPeriod',125, ...
'LearnRateDropFactor',0.2, ...
'Verbose',0, ...
'Plots','training-progress');
net = trainNetwork(XTrain,YTrain,layers,options);
for i=1:numel(dataTest)
%mu_test{i} = mean(dataTest{i},2);
%sig_test{i} = std(dataTest{i});
dataTestStandardized{i}=(dataTest{i}-mu_train{i})./sig_train{i};
end
for i=1:numel(dataTestStandardized)
XTest{i} = dataTestStandardized{i}(:,1:end-1);
YTest{i}=dataTestStandardized{i}(:,2:end);
YTestReg{i}=dataTestStandardized{i}(:,end);
end
%XTest = dataTestStandardized(:,1:end-1);
net = predictAndUpdateState(net,XTrain);
[net,YPred] = predictAndUpdateState(net,YTestReg);
numTimeStepsTest = numel(XTest);
%for j=1:numel(dataTestStandardized)
for i = 2:251
[net,YPred(:,1)] = predictAndUpdateState(net,YPred(:,i-1),'ExecutionEnvironment','cpu');
end
1 commentaire
Jan
le 28 Fév 2019
"it seems that the code is exceed the boundtry" does not help to understand the error. Prefer to post a copy of the complete error message.
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