Add example notebook for multi time-series regression

This was motivated by [this][1] thread on the PyTorch discussion forums. It might be a good reference for more advanced usage. [1]: https://discuss.pytorch.org/t/hyperparameter-search-for-multioutputregression/73404/6
skorch-dev · Jul 26, 2023 · fe937e6 · fe937e6
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diff --git a/CHANGES.md b/CHANGES.md
@@ -9,6 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### Added
 - Add the option to globally override the use of caching in scoring callbacks on the net by setting the `use_caching` argument on the net (this overrides the settings of individual callbacks)
 - Add support for saving and loading parameters with [safetensors](https://github.com/huggingface/safetensors/); use `net.save_params(..., use_safetensors=True)` and `net.load_params(..., use_safetensors=True)` (requires to install the `safetensors` library)
+- Example notebook for [RNNs and multiple time-series data](./notebooks/Multiple_time-series_RNN.ipynb)
 
 ### Changed
 ### Fixed

diff --git a/notebooks/Multiple_time-series_RNN.ipynb b/notebooks/Multiple_time-series_RNN.ipynb