A Dual-Stage Two-Phase attention-based Recurrent Neural Network for long-term and multivariate time series prediction
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.
Here are some simple experiment results.
Hi, In my experiment, I need to predict multiple indicators each time. In principle, it is enough to increase the matrix dimension?
Thank you so much for seeing your code, and I have a question that hopes answered by you. In the paper, the author said that DSTP-RNN can well solve the long-term prediction problem. But in my experiment, the generalization performance of DSTP-RNN is poor for multi-step prediction. I would like to ask you about the effect of multi-step prediction in your experiment. Thank you very much.
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