Thank you to Axel Brando, who provided a clear and excellent notebook to show how to build a LSTM-MDN.
And, This is a simple script of python which applying Bidirectional Long Short Term Memory and Mixture Density Network to predict sin function.
MDN-LSTM-Regression.ipynb by Axel Brando
Applying Deep Bidirectional LSTM and Mixture Density Network for Basketball Trajectory Prediction by Y Zhao