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Lacking in sequence preserving mechanism, existing heterogeneous information network (HIN) embedding discards the essential type sequence information during embedding. We propose a Type Sequence Preserving HIN Embedding model (SeqHINE) which expands the HIN embedding to sequence level. SeqHINE incorporates the type sequence information via type-aware GRU and preserves representative sequence information by decay function. Abundant experiments show that SeqHINE can outperform state-of-the-art even with 50% less labeled data.