multivariate time series

[andrewcz]

hi,
Cool library.
Is there a multivariate time series example.
Best,
Andrew

[steckdenis]

Hi,

There is no multivariate time series example as is, but tests/test_recurrent.cpp (time series) and tests/utils.h could easily be extended to multiple variables. In fact, recurrent neural networks as implemented by this library take vectors of values as input and output. It's just that the current tests use vectors of one single value so that plotting their outputs is easier.

Regards,
Denis

[andrewcz]

Thanks for your help!
Is there a plan for multivariate time series example to be added to the library.
Finding a worked example on the internet is difficult.
Best,
Andrew