Error when checking target: dimensions error in CNN-LSTM model for multivariate time series forecasting

Question

I'm making a CNN-LSTM model to forecast multivariate time series:

       model = Sequential()
       #model.build((10,7,1))
       model.add(Conv1D(filters=64,  kernel_size=2, activation='relu',input_shape=(10,7),strides=1))
       model.add(Conv1D(filters=128, kernel_size=2, activation='relu',strides=1))
       model.add(MaxPooling1D(pool_size=2))
       #model.add(Flatten())
       model.add(LSTM(200,return_sequences=True, activation='relu', recurrent_activation="sigmoid"))
       model.add(Dense(32, activation='sigmoid'))
       model.add(Dense(1))
       model.compile(optimizer='RMSprop', loss='mse',metrics=['accuracy'])
       model.summary()
       print('a new model has been created')

I have as input 7 features ("Time series") and a single output.

I made a function (make_samples to sample the data into sliding window size 10 in code called as n_steps

def make_samples(self,file, n_steps):
    X, y = list(), list()
    data=pd.read_csv(file)
    for i in range(len(data)):
        # find the end of this pattern
        end_ix = i + n_steps
        # check if we are beyond the dataset
        if end_ix > len(data):
            break
        # gather input and output parts of the pattern
        seq_x = data[self.lista].values[i:end_ix]
        seq_y = data["Volume"].values[end_ix-1]
        X.append(seq_x)
        y.append(seq_y)

    return array(X).astype("float32"),array(y).astype("float32")

When I pass this data to the model I got the following error:

Error when checking target: expected dense_30 to have 3 dimensions, but got array with shape (659, 1))

The question is, why does this error arise? And, how do I go about fixing this?

Here is the summary of

_________________________________________________________________
Layer (type)                 Output Shape              Param    

conv1d_38 (Conv1D)           (None, 9, 64)             960       
_________________________________________________________________
conv1d_39 (Conv1D)           (None, 8, 128)            16512     
_________________________________________________________________
max_pooling1d_18 (MaxPooling (None, 4, 128)            0         
_________________________________________________________________
lstm_18 (LSTM)               (None, 4, 200)            263200    
_________________________________________________________________
dense_29 (Dense)             (None, 4, 32)             6432      
_________________________________________________________________
dense_30 (Dense)             (None, 4, 1)              33        

Many thanks in advance

Answer 1

You might want to try to use the WindowGenerator class from TensorFlow documentation:

class WindowGenerator():
  def __init__(self, input_width, label_width, shift,
               train_df=train_df, val_df=val_df, test_df=test_df,
               label_columns=None):
    # Store the raw data.
    self.train_df = train_df
    self.val_df = val_df
    self.test_df = test_df

    # Work out the label column indices.
    self.label_columns = label_columns
    if label_columns is not None:
      self.label_columns_indices = {name: i for i, name in
                                    enumerate(label_columns)}
    self.column_indices = {name: i for i, name in
                           enumerate(train_df.columns)}

    # Work out the window parameters.
    self.input_width = input_width
    self.label_width = label_width
    self.shift = shift

    self.total_window_size = input_width + shift

    self.input_slice = slice(0, input_width)
    self.input_indices = np.arange(self.total_window_size)[self.input_slice]

    self.label_start = self.total_window_size - self.label_width
    self.labels_slice = slice(self.label_start, None)
    self.label_indices = np.arange(self.total_window_size)[self.labels_slice]

  def __repr__(self):
    return '\n'.join([
        f'Total window size: {self.total_window_size}',
        f'Input indices: {self.input_indices}',
        f'Label indices: {self.label_indices}',
        f'Label column name(s): {self.label_columns}'])
```