Almost 2 years later, I’m trying to achieve the same  here is my implementation

  
    
    
    Seq2seq model with attention for time series forecasting 
  
  
    Hi, I’m putting together a basic seq2seq model with attention for time series forecasting. I can’t find any basic guide to achieve this, so I’m following this NLP tutorial. (https://pytorch.org/tutorials/intermediate/seq2seq_translation_tutorial.html) and trying to convert it to time series forecasting. 
This is the time series model architecture I have now. 
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I have followed the architecture in the tutorial and removed all the embedding layers needed for NLP. 
Following is the cod…