coding details for a problem similar to DREAM challenge

[TiaHao]

Dear developer,

Thanks for sharing this amazing repository about the Neural Granger Causality project. I am dealing with a dataset containing 126 duplicates of small time series datasets representing data from 126 different cities, each of them having around 30 features and 100+ time steps. I am unsure how to apply cMLP or cLSTM for the whole dataset. I am thinking of separately training 126 models, but this would be too time-consuming. So I would appreciate it if there would be any suggestion or demo for how to implement the model for a challenge similar to DREAM datasets in the paper. Thank you very much!

Best,