Longer LSTM Prediction

#1

Hello, I am using an LSTM to take 5 sequences as input to predict another 5. I want to know how to predict more than 5 timesteps. I assume its got something to do with the hidden_dim but I can’t figure it out.

Here is my code

class LSTM(nn.Module):
    def __init__(self, seq_len=5, n_features=256, n_hidden=256, n_layers=1, output_size=1):
        super().__init__()
        self.n_features = n_features
        self.seq_len = seq_len
        self.n_hidden = n_hidden
        self.n_layers = n_layers
        
        self.l_lstm = nn.LSTM(input_size=self.n_features, hidden_size=self.n_hidden, num_layers=self.n_layers, batch_first=True)

        

    def init_hidden(self, batch_size):
        hidden_state = torch.zeros(self.n_layers,batch_size,self.n_hidden).to(device)
        cell_state = torch.zeros(self.n_layers,batch_size,self.n_hidden).to(device)
        self.hidden = (hidden_state, cell_state)
    
    def forward(self, x):        
        
        lstm_out, self.hidden = self.l_lstm(x,self.hidden)

        return lstm_out

If anyone knows how to extend the prediction range or could suggest a better way of writing LSTM, I would really appreciate it.

#2

Generally speaking, RNNs work one step at a time, so as you may have noticed, seq_len param is never used, that’s by design. So step count is arbitrary, so long as you have per-step inputs. To do multi-step forecasting, Seq2Seq approach can be used, or step_forecast -> next_input assignments in a loop.

#3

Oh yes. Seq2Seq. I’ll look into that. Thnx.