I am using long short term memory (LSTM) to generate predictions. I have noticed that each time I run the LSTM model, it generates slightly different predictions with the same data. I was wondering why this happens and if there is something I am doing wrong?
Thank You
from numpy import array
from keras.models import Sequential
from keras.layers import LSTM
from keras.layers import Dense
from keras.layers import Flatten
from keras.layers import TimeDistributed
from keras.layers.convolutional import Conv1D
from keras.layers.convolutional import MaxPooling1D
# split a univariate sequence into samples
def split_sequence(sequence, n_steps):
X, y = list(), list()
for i in range(len(sequence)):
# find the end of this pattern
end_ix = i + n_steps
# check if we are beyond the sequence
if end_ix > len(sequence)-1:
break
# gather input and output parts of the pattern
seq_x, seq_y = sequence[i:end_ix], sequence[end_ix]
X.append(seq_x)
y.append(seq_y)
return array(X), array(y)
def LSTM_Model(Data, N_Steps, Epochs):
# define input sequence
raw_seq = Data
# choose a number of time steps
n_steps_og = N_Steps
# split into samples
X, y = split_sequence(raw_seq, n_steps_og)
# reshape from [samples, timesteps] into [samples, subsequences, timesteps, features]
n_features = 1
n_seq = 2
n_steps = 2
X = X.reshape((X.shape[0], n_seq, n_steps, n_features))
# define model
model = Sequential()
model.add(TimeDistributed(Conv1D(filters=64, kernel_size=1, activation='relu'), input_shape=(None, n_steps, n_features)))
model.add(TimeDistributed(MaxPooling1D(pool_size=2)))
model.add(TimeDistributed(Flatten()))
model.add(LSTM(50, activation='relu'))
model.add(Dense(1))
model.compile(optimizer='adam', loss='mse')
# fit model
model.fit(X, y, epochs=Epochs, verbose=2)
#Create Forcasting data
#Now take the last 4 days of the Model data for the forcast
Forcast_data = Data[len(new_data) - n_steps_og:]
# demonstrate prediction
x_input = array(Forcast_data)
x_input = x_input.reshape((1, n_seq, n_steps, n_features))
yhat = float(model.predict(x_input, verbose=0))
return(yhat)