deeplearning4j / deeplearning4j/deeplearning4j-examples
Learning using time series data with infinite stream - continuous learning and normalization
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Description
I have question about learning using time series data with infinite stream.
If I had set of historical data and then I want prediction for one step at the time and still improve my network should code look like this:
```
myModel.fit(historicalData)
// assuming newFeatures is infinite stream, for just represents futher steps
for(INDArray feature: newFeatures){
INDArray timeSeriesOutput = myNetwork.output(feature);
if(iCanGetLabelsForNewData){
// if I want predict labels for n step must wait n steps until I have label for new data
myModel.output(featureWithLabel - n, true);
}
}
```
Is my aproach correct?
Second problem: how to normalize data with infinite stream when values of features can be much higher than in historical data?
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