@Gautham_Kumaran, I am also working on a model which should forecasting multiple time-series. (climatological study considering ~100k observations sites around the globe ). ideally I would also have the option to add categorical data as embeddings. However, I’m not there yet and currently still struggling with feeding the time series appropriately into the network.
Do you have a basic seq2seq example for multiple time series? I thought this would be a pretty straightforward task, but I’m struggling and cannot find any straightforward examples.
Many thanks in advance.