Data shape of RNN and LSTM layer #209
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… to (window_size,1) and corresponding data shapes."
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The shape of RNN and LSTM layer is (batch_size, timesteps, features), where timesteps = how many past values you use (the window size) and features = how many features you have at each timestep. In this case, we have one feature (close price) and the window is a sequence in time, so I think the input_shape should be (window_size, 1) instead of (1, window_size).