diff --git a/compile_caution.md b/compile_caution.md
new file mode 100644
index 000000000..a68449588
--- /dev/null
+++ b/compile_caution.md
@@ -0,0 +1 @@
+remember to execute source ./external/mlsl/l_mlsl_2018.0.003//intel64/bin/mlslvars.sh when compiling pycaffe
diff --git a/include/caffe/layers/continuation_indicator_layer.hpp b/include/caffe/layers/continuation_indicator_layer.hpp
new file mode 100644
index 000000000..7c901eb70
--- /dev/null
+++ b/include/caffe/layers/continuation_indicator_layer.hpp
@@ -0,0 +1,38 @@
+#ifndef CAFFE_CONTINUATION_INDICATOR_LAYER_HPP_
+#define CAFFE_CONTINUATION_INDICATOR_LAYER_HPP_
+#include <vector>
+#include "caffe/layer.hpp"
+#include "caffe/proto/caffe.pb.h"
+
+namespace caffe {
+    template <typename Dtype>
+    class ContinuationIndicatorLayer: public Layer<Dtype> {
+        public:
+        explicit ContinuationIndicatorLayer(const LayerParameter& param)
+              : Layer<Dtype>(param) {}
+        virtual void LayerSetUp(const vector<Blob<Dtype>*>& bottom,
+                                const vector<Blob<Dtype>*>& top);
+        virtual void Reshape(const vector<Blob<Dtype>*>& bottom,
+                             const vector<Blob<Dtype>*>& top);
+        virtual inline const char* type() const { return "ContinuationIndicator";}
+        virtual inline int ExactNumBottomBlobs() const { return 0;}
+        virtual inline int ExactNumTopBlobs() const { return 1;}
+
+        protected:
+        virtual void Forward_cpu(const vector<Blob<Dtype>*>& bottom,
+                                 const vector<Blob<Dtype>*>& top);
+        virtual void Forward_gpu(const vector<Blob<Dtype>*>& bottom,
+                                 const vector<Blob<Dtype>*>& top);
+        virtual void Backward_cpu(const vector<Blob<Dtype>*>& top,
+                                  const vector<bool>& propagate_down,
+                                  const vector<Blob<Dtype>*>& bottom) {}
+        virtual void Backward_gpu(const vector<Blob<Dtype>*>& top,
+                                  const vector<bool>& propagate_down,
+                                  const vector<Blob<Dtype>*>& bottom);
+        int mini_batch_;
+        int time_step_;
+    };
+}
+
+#endif // end file
+
diff --git a/src/caffe/layers/continuation_indicator_layer.cpp b/src/caffe/layers/continuation_indicator_layer.cpp
new file mode 100644
index 000000000..2c0c11edc
--- /dev/null
+++ b/src/caffe/layers/continuation_indicator_layer.cpp
@@ -0,0 +1,43 @@
+#include "caffe/layers/continuation_indicator_layer.hpp"
+
+namespace caffe {
+    template <typename Dtype>
+    void ContinuationIndicatorLayer<Dtype>::LayerSetUp(
+        const vector<Blob<Dtype>*>& bottom, 
+        const vector<Blob<Dtype>*>& top) {
+        ContinuationIndicatorParameter param = this->layer_param_.continuation_indicator_param();
+        mini_batch_ = param.batch_size();
+        time_step_ = param.time_step();
+        CHECK_GT(mini_batch_, 0) << "The batch size should be greater than 0.";
+        CHECK_GT(time_step_, 0) << "The time step should be greater than 0.";
+    }
+    template <typename Dtype>
+    void ContinuationIndicatorLayer<Dtype>::Reshape(
+        const vector<Blob<Dtype>*>& bottom,
+        const vector<Blob<Dtype>*>& top) {
+        //vector<int> top_shape{time_step_, mini_batch_};
+	vector<int> top_shape;
+	top_shape.push_back(time_step_);
+	top_shape.push_back(mini_batch_);
+        top[0]->Reshape(top_shape);
+    }
+    template <typename Dtype>
+    void ContinuationIndicatorLayer<Dtype>::Forward_cpu(
+            const vector<Blob<Dtype>*>& bottom,
+            const vector<Blob<Dtype>*>& top) {
+        CHECK_EQ(top[0]->shape()[0], time_step_) << "1st dimension of top blob should be same with time step.";
+        CHECK_EQ(top[0]->shape()[1], mini_batch_) << "2nd dimension of top blob should be same with batch size.";
+        Dtype* top_data = top[0]->mutable_cpu_data();
+        for(int t = 0; t < time_step_; ++t) {
+            for(int b = 0; b < mini_batch_; ++b) {
+                // time step index: t, batch index: b
+                *top_data++ = t == 0? Dtype(0): Dtype(1);
+            }
+        }
+    }
+#ifdef CPU_ONLY
+STUB_GPU(ContinuationIndicatorLayer);
+#endif
+INSTANTIATE_CLASS(ContinuationIndicatorLayer);
+REGISTER_LAYER_CLASS(ContinuationIndicator);
+}
diff --git a/src/caffe/proto/caffe.proto b/src/caffe/proto/caffe.proto
index f850864ce..771b6c38f 100755
--- a/src/caffe/proto/caffe.proto
+++ b/src/caffe/proto/caffe.proto
@@ -610,6 +610,14 @@ message LayerParameter {
   optional MnActivationParameter mn_activation_param = 151;
   optional MnParamGradCompressParameter mn_grad_compress_param = 156;
   optional QuantizationParameter quantization_param = 158;
+
+  optional ContinuationIndicatorParameter continuation_indicator_param = 200;
+}
+
+
+message ContinuationIndicatorParameter {
+  optional uint32 time_step = 1 [default = 0];
+  optional uint32 batch_size = 2 [default = 0];
 }
 
 message MultinodeLayerParameter {