There is a great blog post about how to use
keras stateful LSTM in R to forecast sunspots. I applied it to financial
ts data sets, and the problem I am encountering is that some of the forecasting numbers are way off to a degree that are unreasonable.
Therefore, I am wondering if there is an R tutorial of using LSTM for multivariate times series forecasting? I'd like to include variables like opening and closing price because I think that will "normalize" the forecasting values. I found a few tutorials in Python but I have limited experience with it. Maybe it's a time to pick up Python? Any advice or suggestions will be appreciated!