kopalgarg / GRU-D

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GRU-D

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PyTorch implementation of GRU-Decay based on the paper Recurrent Neural Networks for Multivariate Time Series with Missing Values

@article{che2018recurrent,
  title={Recurrent neural networks for multivariate time series with missing values},
  author={Che, Zhengping and Purushotham, Sanjay and Cho, Kyunghyun and Sontag, David and Liu, Yan},
  journal={Scientific reports},
  volume={8},
  number={1},
  pages={6085},
  year={2018},
  publisher={Nature Publishing Group}
}

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