Event Sequences, Recurrent Neural Networks, Pybrain

I am trying to predict sales demand using recurrent neural networks. Here https://stackoverflow.com/a/2525149/423805 it was mentioned sequences are supported in PyBrain with exampl

Solution 1:

Try plotting train error on each iteration. If method works then it should go down on each step. Also have you tried adding bias?

buildNetwork(INPUTS, HIDDEN, OUTPUTS, hiddenclass=LSTMLayer, outclass=SigmoidLayer, recurrent=True, bias=True)

Where do you get the error from? Is it the one reported by the trainer? Then it is an error on training set and you suffer from high bias. Things that could help:

1. Running more iterations.
2. Adding more internal layers or nodes.
3. Setting regularization to lower value, but I cannot find a way to specify regularization in pybrain.