setting up hyper parameters for LSTM - time-series

Question

This is our code can you please tell if LSTM can be used? and what how do we see if prediction is accurate as this code is predicting right the values of csv itself, but unsure about forecasting part. It is forecasting future but unreliably.
This is our data it has missing dates as well. The data ends at 1-Dec-2021
import pandas as pd
import flask
import numpy as np
import keras
import matplotlib.pyplot as plt
import tensorflow as tf
import plotly.graph_objects as go
from keras.preprocessing.sequence import TimeseriesGenerator
filename = "china cotton import concatinated.csv"
df = pd.read_csv(filename)
print(df.info())
df['date'] = pd.to_datetime(df['date'])
#df.set_index(df['date'], inplace=True,)
df.set_axis(df['date'], inplace=True)
df.drop(columns=['CottonChina importFC Index MUS Cents/Lb', 'CottonChina importFC Index LUS Cents/Lb', 'CottonChinadomestic3128BUSCents/Lb', 'CottonChina domestic2227BUS Cents/Lb','CottonChina domestic2129BUS Cents/Lb','CottonChina importUSD1 year = 100','CottonChina domesticUSD1 year = 100'], inplace=True)
close_data = df['CottonChina importFC Index SUS Cents/Lb'].values
close_data = close_data.reshape((-1,1))
split_percent = 0.80
split = int(split_percent*len(close_data))
close_train = close_data[:split]
close_test = close_data[split:]
date_train = df['date'][:split]
date_test = df['date'][split:]
print(len(close_train))
print(len(close_test))
look_back = 15
train_generator = TimeseriesGenerator(close_train, close_train, length=look_back, batch_size=20)
test_generator = TimeseriesGenerator(close_test, close_test, length=look_back, batch_size=1)
from keras.models import Sequential
from keras.layers import LSTM, Dense
model = Sequential()
model.add(
LSTM(10,
activation='relu', return_sequences=True,
input_shape=(look_back,1))
)
model.add(Dense(1))
model.compile(optimizer='adam', loss='mse')
num_epochs = 25
prediction = model.predict_generator(test_generator)
close_train = close_train.reshape((-1))
close_test = close_test.reshape((-1))
prediction = prediction.reshape((-1))
"""trace1 = go.Scatter(
x = date_train,
y = close_train,
mode = 'lines',
name = 'Data'
)
trace2 = go.Scatter(
x = date_test,
y = prediction,
mode = 'lines',
name = 'Prediction'
)
trace3 = go.Scatter(
x = date_test,
y = close_test,
mode='lines',
name = 'Ground Truth'
)
layout = go.Layout(
title = "Google Stock",
xaxis = {'title' : "Date"},
yaxis = {'title' : "Close"}
) """
"""fig = go.Figure(data=[trace1, trace2, trace3], layout=layout)
fig.show()"""
close_data = close_data.reshape((-1))
def predict(num_prediction, model):
prediction_list = close_data[-look_back:]
for _ in range(num_prediction):
x = prediction_list[-look_back:]
x = x.reshape((1, look_back, 1))
out = model.predict(x)[0][0]
prediction_list = np.append(prediction_list, out)
prediction_list = prediction_list[look_back-1:]
return prediction_list
def predict_dates(num_prediction):
last_date = df['date'].values[-1]
prediction_dates = pd.date_range(last_date, periods=num_prediction+1).tolist()
return prediction_dates
num_prediction = 30
forecast = predict(num_prediction, model)
forecast_dates = predict_dates(num_prediction)
trace1 = go.Scatter(
x = date_train,
y = close_train,
mode = 'lines',
name = 'Data'
)
trace2 = go.Scatter(
x = forecast_dates,
y = forecast,
mode = 'lines',
name = 'Prediction'
)
trace3 = go.Scatter(
x = date_test,
y = close_test,
mode='lines',
name = 'Ground Truth')
layout = go.Layout(
title = "Future Prediction",
xaxis = {'title' : "Date"},
yaxis = {'title' : "Close"}
)
fig = go.Figure(data=[trace1, trace2,trace3], layout=layout)
fig.write_html('first_figure.html',auto_open=True)
This is the graph plotted after ran the code. It has negative values of prices and prices are small as compare to test and train data.