ValueError: Input 0 is incompatible with layer AE: expected shape=(None, 5210, 6), found shape=(None, 6)

[florentf9]

ValueError: Input 0 is incompatible with layer AE: expected shape=(None, 5210, 6), found shape=(None, 6)

[falcon-ram]

Do I have to reshape my X_train to (1, 5210,6)?

[FlorentF9]

This model aims at clustering whole multivariate time series, i.e. the input matrix should be (N, T, F) where N is the number of input series, T the length of each series (timesteps), and F the number of observed variables (features). The clustering is performed on the N inputs. I think your data set does not meet this requirement. What do you want to cluster exactly? The 5210 individual time points (i.e. 5210 points in a 6-dimensional space)? or the 6 univariate time series (i.e. 6 points in a 5210-dimensional space)?

[falcon-ram]

Hello Florent,
Thanks for the response. I'm actually trying to classify 5210 points in a 6-dimensional space. I'm trying to see if I can get a Machine Learning algorithm can classify up trends, down trends and neutral trends in Stock market data.
After looking more carefully at the code and the input data used I realized what is going on.
Thanks and regards.