Question: multivariate time series

[cserpell]

I've got this question: the code assumes different parameters in the final dense layer to produce the parameters of the Gaussian distribution in the multivariate case. But what I understand from the DeepAR paper is that the exact same network is trained with data from all time series, producing a single variable output, and what differentiates the output is an extra input with the time series index through an embedding input, am I right?