Traffic flow prediction is one of the most important tasks of the Intelligent Transportation Systems (ITSs) for traffic management, and it is also a challenging task affected by many complex factors, such as weather and time. Many cities adopt efficient traffic prediction methods to control traffic congestion. However, most of the existing methods of traffic prediction focus on urban road scenarios, neglecting the complexity of multivariate auxiliary information in highways. Moreover, these methods have difficulty explaining the prediction results based only on the historical traffic flow sequence. To tackle these problems, we propose a novel traffic prediction model, namely Multi-variate and Multi-horizon prediction based on Long Short-Term Memory (MMLSTM). MMLSTM can effectively incorporate auxiliary information, such as weather and time, based on a strategy of multi-horizon time spans to improve the prediction performance. Specifically, we first exploit a multi-horizon bidirectional LSTM model for fusing the multivariate auxiliary information in different time spans. Then, we combine an attention mechanism and multi-layer perceptron to conduct the traffic prediction. Furthermore, we can use the information of multivariate (weather and time) to provide interpretability to manage the model. Comprehensive experiments are conducted on Hangst and Metr-la datasets, and MMLSTM achieves better performance than baselines on traffic prediction tasks.