Multi-variable LSTM current neural networks for prediction and interpretation of multi-variable time series
Guo, Tian, Tao Lin, and Nino Antulov-Fantulin. "Exploring interpretable LSTM neural networks over multi-variable data." International Conference on Machine Learning (ICML). 2019.
Guo T, Lin T, Lu Y. An interpretable LSTM neural network for autoregressive exogenous model[J]. workshop track on ICLR, 2018.
The PyTorch implementation can be found here (credits go to KurochkinAlexey) : https://github.com/KurochkinAlexey/IMV_LSTM