This is one preliminary implementation example for the paper:ใDSTP-RNN: A Dual-Stage Wwo-Phase attention-based Recurrent Neural Network for long-term and multivariate time series predictionใ. I extended the code from DA-RNN model, but given that I am basically copying the code from Zhenye-Na, the copyright probably belongs to him.
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A Dual-Stage Two-Phase attention-based Recurrent Neural Network for long-term and multivariate time series prediction