add LSTNet example (apache#9512)

* add LSTNet example * adding apache licence header
rahul003 · Jan 31, 2018 · a56f3db · a56f3db
1 parent 0e46477
commit a56f3db
Show file tree

Hide file tree

Showing 6 changed files with 1,079 additions and 0 deletions.
diff --git a/example/multivariate_time_series/README.md b/example/multivariate_time_series/README.md
@@ -0,0 +1,16 @@
+# Implementation
+
+This tutorial shows how to implement LSTNet, a multivariate time series forecasting model submitted by Wei-Cheng Chang, Yiming Yang, Hanxiao Liu and Guokun Lai in their paper [Modeling Long- and Short-Term Temporal Patterns](https://arxiv.org/pdf/1703.07015.pdf) in March 2017.  This model achieved state of the art performance on 3 of the 4 public datasets it was evaluated on.
+
+## Running the code
+
+1. Download and unpack the public electricity dataset used in the paper.  This dataset comprises measurements of electricity consumption in kWh every hour from 2012 to 2014 for 321 different clients.
+
+```s
+$ wget https://github.com/laiguokun/multivariate-time-series-data/raw/master/electricity/electricity.txt.gz
+$ gunzip electricity.txt.gz
+```
+
+2. preprocess data with `python preprocess.py`
+3. set model hyperparameters in `/src/config.py`
+4. `python train.py`
diff --git a/example/multivariate_time_series/docs/model_architecture.png b/example/multivariate_time_series/docs/model_architecture.png