Thanks for the reply.



 AlphaBetaGamma96:

But shouldn’t the network take in N samples and return N outputs? Then your loss function with sum over the number of samples and return a single value?


In this instance, I want to predict the nth sample but using samples n-2:n+2, so that’s why I want it to take in 5 x 2 but output 1 x 20. Taking the mean might actually be useful as it would act as a moving average filter  - and I’m not sure why I didn’t think of that to begin with.