Predict The Stock Prices of IBM by Using A Multi-Layer RNN/GRU/LSTM model | Sequence Learning



Problem Statement

A recurrent neural network deals with sequence problems because their connections form a directed cycle. RNN is widely used for time series forecasting because of these characteristics. Many state of the art results have been achieved using RNN/GRU/LSTM. In this problem, we will try to predict the stock prices of IBM by using a multi-layer RNN/GRU model.


Dataset Description Dataset:

IBM_2006-01-01_to_2018-01-01.csv


The folder IBM_2006-01-01_to_2018-01-01.csv contains files of IBM stocks, labeled by their stock ticker name. Files have the following columns: Date - in format: yy-mm-dd Open - price of the stock at market open (this is NYSE data so all in USD) High - Highest price reached in the day Low Close - Lowest price reached in the day Volume - Number of shares traded Name - the stock's ticker name


Use this command to download the data:

!wget --header="Host: storage.googleapis.com" --header="User-Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/81.0.4044.138 Safari/537.36" --header="Accept: text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8 ,application/signed-exchange;v=b3;q=0.9" --header="Accept-Language: en-US,en;q=0.9" - -header="Referer: https://www.kaggle.com/" "https://storage.googleapis.com/kaggledata-sets/8388/11883/bundle/archive.zip?GoogleAccessId=web-data@kaggle161607.iam.gserviceaccount.com&Expires=1589784136&Signature=ao036VxlRjD0oPUHkKBoK45QU YbisD%2BzFi7NgxtqJYxV8AZhgN2nXoUH7D%2FHMmQgs4MqKrTaMZBVNHgSWrpH76EHG12Cz%2F6CYGgAt%2F szp9Yu2NCSpGskC6S1hiI1uzS2kXpTy6Srzyq1%2F3%2FuHhoCPTSX3q5gT8FVGc63o1KNy5AFBY7o%2Fk8CK WH5tnPtBGzjCkeHJnLZisoS7T5anwsoG7o8s1q8OIhGxUD5DyVVejUaSpNho9jf7y2SeLGUc577Oh5JLDT%2F msWK0ZkNnohlPPuA%2BmQIs0UPtGd3NXB1j0ukbfychgxalF1H4EB0qm0Fi2RreVGWrpH%2Fu4W52ct3aA%3D %3D&response-content-disposition=attachment%3B+filename%3Dstock-time-series-20050101- to-20171231.zip" -c -O 'stock-time-series-20050101-to-20171231.zip'


Tasks to be performed:

.ipynb file 1


Question 1.1:

Build a four-layer model using RNN & GRU with the following architecture:

RNN - Units: 50 , activation = ‘tanh’

GRU - Units 50 , activation = ‘tanh’

Dropout after every layer of 0.2

Model’s Summary is given below:


Model: "sequential_5" _________________________________________________________________ Layer (type) Output Shape Param # ================================================================= simple_rnn_1 (SimpleRNN) (None, 60, 50) 2600 _________________________________________________________________ dropout_1 (Dropout) (None, 60, 50) 0 _________________________________________________________________ simple_rnn_2 (SimpleRNN) (None, 60, 50) 5050 _________________________________________________________________ dropout_2 (Dropout) (None, 60, 50) 0 _________________________________________________________________ gru_1 (GRU) (None, 60, 50) 15150 _________________________________________________________________ dropout_3 (Dropout) (None, 60, 50) 0 _________________________________________________________________ gru_2 (GRU) (None, 50) 15150 _________________________________________________________________ dropout_4 (Dropout) (None, 50) 0 _________________________________________________________________ dense_1 (Dense) (None, 1) 51 =================================================================

Total params: 38,001

Trainable params: 38,001

Non-trainable params: 0


Hint:


add(SimpleRNN(50, return_sequences=True, input_shape=(X_train.shape[1],1),  activation='tanh')) 

add(GRU(units=50, return_sequences=True, input_shape=(X_train.shape[1],1),  activation='tanh'))


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