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

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

We give the examples to run different datasets in ele.sh, traffic.sh, solar.sh and stoke.sh.

Python 2.7 and Pytorch 0.3.0