TimeSeries-VAE-Anomaly-Detection

Sample code for anomaly detection using autoencoder neural networks (LSTM auto-encoder and LSTM VAE) on time series data.

Covered in this repository:

• Sample code for LSTM autoencoder on time series data (both fixed-size and variable-length input).
• Sample code for LSTM variational autoencoder (VAE) on time series data (both fixed-size and variable-length input).
• Sample data (randomly generated sequences that can easily be supstidued with data set of choice).