Have you already tried to formulate this extending one of the timeseries approaches:

  
      

      keras.io
  

  
    

Keras documentation: Timeseries



  

  
    
    
  

  



  
      

      Medium – 26 Jan 21
  

  
    

The Time Series Transformer 2

  Attention Is All You Need they said. Is it a more robust convolution? Is it just a hack to squeeze more learning capacity out of fewer parameters? Is it supposed to be sparse? How did the original…

  
    Reading time: 6 min read