A function to convert a time series to X and Y matrices for deep learning

create_X_Y

import numpy as np

def create_X_Y(ts: list, lag: int) -> tuple:
    """
    A method to create X and Y matrix from a time series list for the training of 
    deep learning models 
    """
    X, Y = [], []

    if len(ts) - lag <= 0:
        X.append(ts)
    else:
        for i in range(len(ts) - lag):
            Y.append(ts[i + lag])
            X.append(ts[i:(i + lag)])

    X, Y = np.array(X), np.array(Y)

    # Reshaping the X array to an LSTM input shape 
    X = np.reshape(X, (X.shape[0], X.shape[1], 1))

    return X, Y