Hi,
The model is a hybrid one, mixing formulas from an established statistical time series method (Holt-Winters) and an RNN.
It is also a hierarchical model, as it uses a number of per time series parameters and a global forecasting RNN stack, so a Dynamic Graph NN was needed.
BTW, I also coded 3 different dilated LSTMs: standard, with attention, and with special residual connections. They are in the repository I listed above, I will try to submit them to the Dynet, but I need to do some polishing, as my code standard my be questionable :-)
Thank you again guys!
Slawek