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add LSTNet example #9512
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add LSTNet example #9512
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Please add apache license header to your python scripts |
safrooze
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May 17, 2018
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It would be great to see this example in Gluon. I've written a preliminary version here that I can submit: https://github.com/safrooze/LSTNet-Gluon
| skip_cell = outputs[i + p] | ||
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| #connect this cell to is seasonal neighbour | ||
| cell_pair = [current_cell, skip_cell] |
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This is an incorrect implementation of skip-RNN layer. The hidden layer connections are supposed to be skipped, not the outputs. The way this code is implemented, there is no structural difference between the normal RNN and skip-RNN. The paper is very clear about how skip-RNN is supposed to be implemented.
rahul003
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Jun 4, 2018
* add LSTNet example * adding apache licence header
zheng-da
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Jun 28, 2018
* add LSTNet example * adding apache licence header
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Description
Added example: Deep learning for multivariate time series forecasting #9326