<p>Theano 1.0.0 , Keras 2.1.3 ,  Python 2.7.10</p>

<p><strong>Shape of Input and Output:</strong> To my (yet narrow) understanding of keras and CNN you'll need to train the net on samples of shape <code>(n_samples, sequence_length, features)</code>. That means expanding your time series in a <a href="http://arogozhnikov.github.io/2015/09/30/NumpyTipsAndTricks2.html#Strides-and-training-on-sequences" rel="nofollow noreferrer">rolling window view</a>, broadcasting shape <code>(6400, 1, 1)</code> to <code>(6400, 64, 1)</code>. You do this via <a href="https://docs.scipy.org/doc/numpy-1.13.0/reference/generated/numpy.lib.stride_tricks.as_strided.html" rel="nofollow noreferrer"><code>as_strided</code></a>:</p>

<pre><code>## reshape data
cos_view = np.lib.stride_tricks.as_strided(
    cos,
    shape=[cos.shape[0] - sequence_length, sequence_length, 1],
    strides=cos.strides
)
expected_output_view = np.lib.stride_tricks.as_strided(
    expected_output,
    shape=[expected_output.shape[0] - sequence_length, sequence_length, 1],
    strides=expected_output.strides
)
</code></pre>

<p>However the <code>expected_output</code> must also be of a higher dimension. In <code>gen_cosine_amp</code>:</p>

<pre><code>def gen_cosine_amp(amp=100, period=25, x0=0, xn=500, step=1, k=0.0001):
    ...
    expected_output = np.zeros((len(cos), 1, 1))
    for i in range(len(cos) - lahead):
        expected_output[i, 0, 0] = np.mean(cos[i + 1:i + lahead + 1])
</code></pre>

<p>Now can train your model on these broadcast views:</p>

<pre><code>UFCNN_1.fit(cos_view, expected_output_view, verbose=1,epochs=1,shuffle=False, batch_size=batch_size)
</code></pre>

<p><strong>Fixing Model Bug:</strong> But be aware that there is another bug in your code. The layer <code>conv_7</code> is your output-layer. Its output / filters dimension shouldn't be <code>nb_filter</code>, but <code>output_dim</code></p>

<pre><code>conv_7 = Conv1D(filters=output_dim, kernel_size=filter_length, padding='same')(relu_6)
</code></pre>

<p><strong>Concerns:</strong> Even though with these modifications training on the data works quite well, I suppose this model will loos into the future of the time series (assuming your signal is a time series as is in lukovkin's <a href="https://github.com/lukovkin/ufcnn-keras/blob/master/models/UFCNN1.py" rel="nofollow noreferrer"><code>ufcnn-keras</code></a>). Maybe a <a href="https://keras.io/layers/convolutional/" rel="nofollow noreferrer"><code>Conv1D</code></a>-layer with <code>padding="causal"</code> and <code>dilation_rate=x</code> (x > 1) will be better. (I'm still experimenting myself with time series prediction)</p>

<p>Furthermore, be aware that the model merges the layers via <a href="https://keras.io/layers/merge/#add" rel="nofollow noreferrer"><code>add</code></a>, not via <a href="https://keras.io/layers/merge/#concatenate" rel="nofollow noreferrer"><code>concatenate</code></a> which would resemble the UFCNN-model described in the paper of <a href="https://arxiv.org/pdf/1508.00317.pdf" rel="nofollow noreferrer">Roni Mittelman</a>. <strong>The code below doesn't reflect these concerns.</strong></p>

<p><strong>Putting it all together:</strong></p>

<pre><code>from __future__ import absolute_import
from __future__ import print_function
import numpy as np
import keras
from keras.models import Model
from keras.models import Sequential
from keras.layers import Input, merge
from keras.layers.core import Activation
from keras.layers.convolutional import Conv1D
import matplotlib.pyplot as plt
from keras.preprocessing import sequence

def ufcnn_regression_model(sequence_length=5000,
                           features=1,
                           nb_filter=150,
                           filter_length=5,
                           output_dim=1,
                           optimizer='adagrad',
                           loss='mse'):
    inputs = Input(shape=(sequence_length, features), name = 'input')

    #########################################################
    conv_1 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(inputs)
    relu_1 = Activation('relu')(conv_1)
    #########################################################
    conv_2 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(relu_1)
    relu_2 = Activation('relu')(conv_2)
    #########################################################
    conv_3 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(relu_2)
    relu_3 = Activation('relu')(conv_3)
    #########################################################
    conv_4 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(relu_3)
    relu_4 = Activation('relu')(conv_4)
    #########################################################
    merge_1 = keras.layers.add([relu_2, relu_4])
    conv_5 =Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(merge_1)
    relu_5 = Activation('relu')(conv_5)
    #########################################################
    merge_2 = keras.layers.add([relu_1, relu_5])
    conv_6 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(merge_2)
    relu_6 = Activation('relu')(conv_6)
    #########################################################
    conv_7 = Conv1D(filters=output_dim, kernel_size=filter_length, padding='same')(relu_6)
    #########################################################
    model = Model(inputs = inputs, outputs = conv_7)
    model.compile(optimizer=optimizer, loss=loss)
    print(model.summary())
    return model

## Input &amp; Output function
def gen_cosine_amp(amp=100, period=25, x0=0, xn=500, step=1, k=0.0001):
    cos = np.zeros(((xn - x0) * step,  1, 1))
    print("Cos. Shape",cos.shape)
    for i in range(len(cos)):
        idx = x0 + i * step
        cos[i, 0, 0] = amp * np.cos(idx / (2 * np.pi * period))
        cos[i, 0, 0] = cos[i, 0, 0] * np.exp(-k * idx)

    lahead = 1
    expected_output = np.zeros((len(cos), 1, 1))
    for i in range(len(cos) - lahead):
        expected_output[i, 0, 0] = np.mean(cos[i + 1:i + lahead + 1])
    return cos, expected_output

##  Parameter
sequence_length = 64
features = 1
nb_filter = 150
filter_length = 5
output_dim = 1
epochs = 5
batch_size = 128

##  UFCNN_1 model summary
UFCNN_1 = ufcnn_regression_model(sequence_length=sequence_length, nb_filter=nb_filter)

## Inputs and ouputs to be trained
cos, expected_output = gen_cosine_amp(xn = sequence_length * 100)

## reshape data
cos_view = np.lib.stride_tricks.as_strided(
    cos,
    shape=[cos.shape[0] - sequence_length, sequence_length, 1],
    strides=cos.strides
)
expected_output_view = np.lib.stride_tricks.as_strided(
    expected_output,
    shape=[expected_output.shape[0] - sequence_length, sequence_length, 1],
    strides=expected_output.strides
)

print("Cos. Shape Input ",cos_view.shape)
## Trainning
for i in range(epochs):
    print('Epoch', i, '/', epochs)
    UFCNN_1.fit(cos_view, expected_output_view, verbose=1,epochs=1,shuffle=False, batch_size=batch_size)    

print('Predicting')
predicted_output = UFCNN_1.predict(cos_view, batch_size=batch_size)
rmse = np.sqrt(((predicted_output - cos_view) ** 2).mean(axis=None))
print ("RMSE ", rmse)
</code></pre>
UFCNN Value Error: when checking model input
<p>Tensorflow 1.0.1 Keras 2.0 and Python 3.4</p>

<p>I am running a regression trainning using UFCNN model following lukovkin/ufcnn-keras' model of ufcnn-keras/notebook/UFCNN.ipynb ("<a href="https://github.com/lukovkin/ufcnn-keras/tree/master/notebook" rel="nofollow noreferrer">https://github.com/lukovkin/ufcnn-keras/tree/master/notebook</a>") and keras funcational API tutorials.
But an error shows that " ValueError: Error when checking model input: expected input to have shape (None, 64, 1) but got array with shape (6400, 1, 1)". I want someone can help me out. Here is my code below:</p>

<pre><code>from __future__ import absolute_import
from __future__ import print_function
import numpy as np
import keras 
from keras.models import Model
from keras.models import Sequential
from keras.layers import Input, merge
from keras.layers.core import Activation
from keras.layers.convolutional import Conv1D
import matplotlib.pyplot as plt
from keras.preprocessing import sequence

## UFCNN function
def ufcnn_regression_model(sequence_length=5000,
                           features=1,
                           nb_filter=150,
                           filter_length=5,
                           output_dim=1,
                           optimizer='adagrad',
                           loss='mse'):
    inputs = Input(shape=(sequence_length, features), name = 'input')

    #########################################################
    conv_1 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(inputs)
    relu_1 = Activation('relu')(conv_1)
    #########################################################
    conv_2 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(relu_1)
    relu_2 = Activation('relu')(conv_2)
    #########################################################
    conv_3 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(relu_2)
    relu_3 = Activation('relu')(conv_3)
    #########################################################
    conv_4 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(relu_3)
    relu_4 = Activation('relu')(conv_4)
    #########################################################
    merge_1 = keras.layers.add([relu_2, relu_4])
    conv_5 =Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(merge_1)
    relu_5 = Activation('relu')(conv_5)
    #########################################################
    merge_2 = keras.layers.add([relu_1, relu_5])
    conv_6 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(merge_2)
    relu_6 = Activation('relu')(conv_6)
    #########################################################
    conv_7 = Conv1D(filters=nb_filter, kernel_size=filter_length, padding='same')(relu_6)
    #########################################################
    model = Model(inputs = inputs, outputs = conv_7)
    model.compile(optimizer=optimizer, loss=loss)    
    print(model.summary())
    return model

## Input &amp; Output function
def gen_cosine_amp(amp=100, period=25, x0=0, xn=500, step=1, k=0.0001):
    cos = np.zeros(((xn - x0) * step,  1, 1))
    print("Cos. Shape",cos.shape)
    for i in range(len(cos)):
        idx = x0 + i * step
        cos[i, 0, 0] = amp * np.cos(idx / (2 * np.pi * period))
        cos[i, 0, 0] = cos[i, 0, 0] * np.exp(-k * idx)

    lahead = 1
    expected_output = np.zeros((len(cos), 1))
    for i in range(len(cos) - lahead):
        expected_output[i, 0] = np.mean(cos[i + 1:i + lahead + 1])
    return cos, expected_output

##  Parameter
sequence_length = 64  
features = 1               
nb_filter = 150             
filter_length = 5            
output_dim = 1              
epochs = 5
batch_size = 128

##  UFCNN_1 model summary
UFCNN_1 = ufcnn_regression_model(sequence_length=sequence_length)

## Inputs and ouputs to be trained
cos = gen_cosine_amp(xn = sequence_length * 100)[0]
expected_output =  gen_cosine_amp(xn = sequence_length * 100)[1]

## Trainning
for i in range(epochs):
    print('Epoch', i, '/', epochs)
    UFCNN_1.fit(cos, expected_output, verbose=1,epochs=1,shuffle=False, batch_size=batch_size)
    print('Predicting')

## Predicting
predicted_output = model.predict(cos, batch_size=batch_size)
</code></pre>

<p>My Error is:</p>

<pre><code>Epoch 0 / 5

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
&lt;ipython-input-8-d49a856b74bd&gt; in &lt;module&gt;()
      1 for i in range(epochs):
      2     print('Epoch', i, '/', epochs)
----&gt; 3     UFCNN_1.fit(cos, expected_output, verbose=1,epochs=1,shuffle=False, batch_size=batch_size)
      4     print('Predicting')
      5 predicted_output = model.predict(cos, batch_size=batch_size)

/usr/local/lib/python3.4/dist-packages/keras/engine/training.py in fit(self, x, y, batch_size, epochs, verbose, callbacks, validation_split, validation_data, shuffle, class_weight, sample_weight, initial_epoch, **kwargs)
   1403             class_weight=class_weight,
   1404             check_batch_axis=False,
-&gt; 1405             batch_size=batch_size)
   1406         # prepare validation data
   1407         if validation_data:

/usr/local/lib/python3.4/dist-packages/keras/engine/training.py in _standardize_user_data(self, x, y, sample_weight, class_weight, check_batch_axis, batch_size)
   1293                                     self._feed_input_shapes,
   1294                                     check_batch_axis=False,
-&gt; 1295                                     exception_prefix='model input')
   1296         y = _standardize_input_data(y, self._feed_output_names,
   1297                                     output_shapes,

/usr/local/lib/python3.4/dist-packages/keras/engine/training.py in _standardize_input_data(data, names, shapes, check_batch_axis, exception_prefix)
    131                             ' to have shape ' + str(shapes[i]) +
    132                             ' but got array with shape ' +
--&gt; 133                             str(array.shape))
    134     return arrays
    135 

ValueError: Error when checking model input: expected input to have shape (None, 64, 1) but got array with shape (6400, 1, 1)
</code></pre>

<p>Thank you for your help to make it work!!!!!</p>

<p>BTW: this model is almost the same as lukovkin/ufcnn-keras' model, only to update the code to fit for a newer version of keras and tensorflow.</p>