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Merge branch 'master' of https://github.com/zhiyongc/GRU-D
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zhiyongc committed Dec 28, 2018
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#
# Code of Re-implementing the methodology in the paper:
## Recurrent Neural Networks for Multivariate Time Series with Missing Values

This method can be used for dealing with time series with missing values, especially for time series with non-fixed time intervals.

### Environment
* Python 3.6.1
* PyTorch 0.3.0

### Cite
```
@article{che2018recurrent,
title={Recurrent neural networks for multivariate time series with missing values},
author={Che, Zhengping and Purushotham, Sanjay and Cho, Kyunghyun and Sontag, David and Liu, Yan},
journal={Scientific reports},
volume={8},
number={1},
pages={6085},
year={2018},
publisher={Nature Publishing Group}
}
```

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