--- a
+++ b/tools/data/mmit/preprocess_data.sh
@@ -0,0 +1,20 @@
+DATA_DIR="../../../data/mmit/"
+
+if [[ ! -d "${DATA_DIR}" ]]; then
+  echo "${DATA_DIR} does not exist. Creating";
+  mkdir -p ${DATA_DIR}
+fi
+
+cd ${DATA_DIR}
+
+# Download the Multi_Moments_in_Time_Raw.zip here manually
+unzip Multi_Moments_in_Time_Raw.zip
+rm Multi_Moments_in_Time.zip
+
+if [ ! -d "./annotations" ]; then
+  mkdir ./annotations
+fi
+
+mv *.txt annotations && mv *.csv annotations
+
+cd -