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  • $\begingroup$ input shape is suspicious. what value as look_back? did you import Adam optimizer as such keras.optimizers.Adam as adam? learning rate of 0.1 is quite high. batch_size of 1 looks small. $\endgroup$ Commented Jul 14, 2017 at 20:04
  • $\begingroup$ @edouard look_back is 1. yes, adam optimizer is from keras.optimizers.adam I've tried learning rate values - 0.01, 0.001, 0.03, 0.3 - none worked. $\endgroup$ Commented Jul 14, 2017 at 20:12
  • $\begingroup$ @edouard I've edited the question with some changes that you mentioned. Decreasing learning rate to 0.01 didn't help. $\endgroup$ Commented Jul 14, 2017 at 20:27