Time series with multi-dimensional features

[kiskani]

Thanks for the great repository and code! The proof of concept is for scalar feature inputs like temperature data. Are there any efforts to extend this into multi-dimensional feature vectors as input data?

[oliverguhr]

I am working on this right now. Do you have any suggestion for a standard data set to test this?

[kiskani]

Yes, as a matter of fact I do. Please try it on this dataset:
https://www.kaggle.com/c/jane-street-market-prediction/data

[oliverguhr]

Great idea, thank you for that link. But I'll guess I should keep the solution to me if the model works well :)

[kiskani]

Yeah, don't worry! I am working on my own solution. Was just curious to see if your solution is extendable to multi-dimensional inputs.