Prediction on timeseries data using tensorflow
The error is caused by this line:

print('epoch',epoch,'MSE=',mse.eval())


This happens because the tensor mse also depends on the placeholders X and y. One way to fix this would be to change the training loop to be:

for X_batch,y_batch in generate_batch(input,output,batch_size):
     mse_val, _ = session.run([mse, training_op],feed_dict={X:X_batch,y:y_batch})
     if epoch % 10 == 0:
         print('epoch',epoch,'MSE=',mse_val)


Also you will need to switch X back to tf.float32 since tf.matmul is not compatible with int and float. The data will automatically be casted once you feed it in.

To add a bias variable, you can do it similarly to how you define theta.

b = tf.Variable(0.0, dtype=tf.float32, name='b')
...
y_predictions += b