Stock Index Prices Prediction via Temporal Pattern Attention and Long-Short-Term Memory

Algorithm 1

TPA-LSTM framework.

	Input initial , wherein (n = 8)
	Output a mixed output of a linear part and a nonlinear part
	Initialize best_val = 10000000
	for to epoches do
	if highway >0 do
	if val_loss < best_val
	best_val = val_loss
	model save
	else
	continue
	end