I'm trying to understand where the output of the LSTM is. Please refer to the following picture:
It seems that at each tilmestep, we output h_t and C_t which correspond to the hidden state and the memory cell.
Now suppose I'm trying to model the stock price movements which is binary [0,1], 0 for down, 1 for up which is my y_i.
I feed in x_t which is a feature vector at each tilmestep and I expect to get a 1 dimensional output y_t after the last tilmestep.
Are h_t what I'm looking for? This would imply that h_t matches the output dimension, but for some reason I though it is independent of the output dimension.