This is 15 epochs and the accuracy is around 60% (doesn’t look like that from the image).




 vdw:

If I understand correctly, a single data sample is a sequence 400 real values as input and 1 target variable (0, 1, or 2), right?


Yes, correct.
I found this function that I used to create the look back sequence for each sample.
def TimeSteps(X_data, Y_data, seq_length):
    x = []
    y = []

    for i in range(len(X_data)-seq_length-1):
        _x = X_data[i:(i+seq_length)]
        _y = Y_data[i+seq_length]
        x.append(_x)
        y.append(_y)

    return np.array(x),np.array(y)