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da-rnn's Issues

Attention weights

Hi again,

Also wanted to ask about attention layers, in the paper it says
en_w_e = tf.Variable(tf.truncated_normal(shape = [2 * last_hidden_size, config.timestep]), dtype = tf.float32)
en_u_e = tf.Variable(tf.truncated_normal(shape = [config.timestep * config.input_size, config.timestep]), dtype = tf.float32)
en_v_e = tf.Variable(tf.truncated_normal(shape = [config.timestep, 1]))

Are parameters learned through a MLP model, but I dont see any dense layer in your code, you just initialize the weights, can you help me understand how these weights are adjusted through training?

Thanks

Train, Valid, Test Split

Hi Great work thank you.

I wanted to ask you the reason why you including last 10 points of train set to valid set also last 10 points of valid set to test set? Is there a specific reason why are you doing like that?

I am referring to here:
return dataset[ :, : train_end_index], dataset[:, train_end_index - config.timestep : valid_end_index], dataset[:, valid_end_index - config.timestep : -1]

Thanks a lot

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