New Feature: Time Step Prediction

What is the feature?

Prediction of trends. Stock market, weather predictions, trends, etc. This would be very similar to the existing recurrent net that will be deprecated, but will serve as a baseline for 2.0 GPU push. This will be included in v1 somewhere, as it is a simplification of the existing recurrent network.

How important is this (1-5)?

5

Usage:

import brain from 'brain.js';

const net = brain.recurrent.RNNTimeStep(options);
// or
const net = brain.recurrent.LSTMTimeStep(options);
// or
const net = brain.recurrent.GRUTimeStep(options);

net.train([
  [1,2,3,4,5],
  [5,4,3,2,1],
]);

net.run([1,2,3,4]) -> 5
net.run([5,4,3,2]) -> 1

[robertleeplummerjr]

It should be noted that this network type does not work by represented data. This type of neural network will work directly with the data you send in.

[robertleeplummerjr]

The more context the net has, the better and I’m not sure that the net would know how to distinguish one from the other. I think it’d be best to train those nets separately. The up-side to that would be each net would be smart enough to tracks its progress, but it would not do well at adjusting based off context of other financials. Example: gold goes up, dollar goes down.

If some sort of non-generalized approach was needed I suppose a custom solution could be built.

The LSTM version (which would be my recommendation to use) uses simple math to achieve its equation: https://github.com/BrainJS/brain.js/blob/develop/src/recurrent/lstm.js#L48 so by modifying that, we may be able to achieve the context you are wishing for.