akyadav26 / Time-Series-Forecast-with-Deep-Hybrid-Architecture

Multivariate time-series forecasting with LSTNET and soft-DTW loss

time_series_forecasting

papers:

1)Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks.(https://arxiv.org/abs/1703.07015)

2. Soft-DTW: a Differentiable Loss Function for Time-Series (https://arxiv.org/abs/1703.01541)

usage

You can download the datasets mentioned in the paper at https://github.com/laiguokun/multivariate-time-series-data.

Environment

Python 2.7 and Pytorch 0.3.0