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I am using a CNN for multivariate time series analysis. The input size is (batch_size, 500, 30) i.e 30 variables and 500 time steps. I would like to put more emphasis on recent data and less on the past data.

What is the best way to achieve this?

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One approach is to use Keras - sample_weight parameter in fit() method.

That parameter specifies which steps are more important.

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