As a Data Scientist at FuturePredict Inc., I've had the opportunity of working on projects utilizing Recurrent Neural Networks (RNNs) for sequence prediction. A remarkable assignment involved predicting time-series data for a stock market dataset where sequence prediction was crucial.
In this task, I employed LSTM (Long Short-Term Memory) networks which have been particularly effective in handling time-series data. The LSTM model was implemented using the TensorFlow framework in Python. The model was trained over several epochs using historical stock price data.
The result was a well-tuned predictive model with enhanced predictive accuracy, reducing forecast errors by approximately 20% over previous models. This showcased how effectively the LSTM network handled the time dependencies of the stock market sequence data.