import pandas as pd import numpy as np from sklearn.preprocessing import scale from lstm import LSTM data = pd.read_excel("data.xlsx") data = data.values # data = scale(data, axis=0) a = np.diff(data[:, range(3, 5)], axis=0) step = 25 input = [] target = [] for i in range(step, a.shape[0]): input.append(a[range(i - step, i - 1), :]) target.append(data[i, [1, 2]]) lstm = LSTM() lstm.Train(input, target)