I'm working on a stock prediction algorithm using LSTM network. However my test data are obviously from different distribution than my train set 1, hence my prediction looks like the one on the figure 2. Some people use to normalize test data mean and std calculated from test set (or in case min max scaling min and max from test set) but I find it incorrect. So I would like to ask, if anyone has any idea, what should I do? thank you
with log(price)
