public double[][] Predict(IEnumerable <StockHistory> input)
{
var inputs = GetRawData(input, Parameters.InputColumns);
var normalInputs = Normalizer.NormalizeInputs(inputs);
var nnInputs = normalInputs.Aggregate((x, y) => x.Concat(y).ToArray());
var nnOutput = new double[Parameters.LeadWindowSize * Parameters.OutputColumns.Length];
Network.Compute(nnInputs, nnOutput);
var predictedOutput = new double[Parameters.LeadWindowSize][];
for (int i = 0; i < Parameters.LeadWindowSize; i++)
{
var outputRow = new double[Parameters.OutputColumns.Length];
Array.Copy(nnOutput, i * Parameters.OutputColumns.Length, outputRow, 0, Parameters.OutputColumns.Length);
var rawOutputRow = Normalizer.DenormalizeOutput(outputRow);
predictedOutput[i] = rawOutputRow;
}
return(predictedOutput);
}