1)Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks.(https://arxiv.org/abs/1703.07015)
- Soft-DTW: a Differentiable Loss Function for Time-Series (https://arxiv.org/abs/1703.01541)
You can download the datasets mentioned in the paper at https://github.com/laiguokun/multivariate-time-series-data.
Python 2.7 and Pytorch 0.3.0