intel-analytics / analytics-zoo

Distributed Tensorflow, Keras and PyTorch on Apache Spark/Flink & Ray
https://analytics-zoo.readthedocs.io/
Apache License 2.0
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enable multi-step forecasting with LSTM for both univariate and multivariate #552

Open shanyu-sys opened 3 years ago

shanyu-sys commented 3 years ago

reference: https://machinelearningmastery.com/how-to-develop-lstm-models-for-multi-step-time-series-forecasting-of-household-power-consumption/

shane-huang commented 3 years ago

Do we support multivariate already? LSTM is a very frequently used model so we'd better enable multivariate and multi step.