This method can be used for dealing with time series with missing values, especially for time series with non-fixed time intervals.
- Python 3.6.1
- PyTorch 0.4.1
@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}
}