Is there a way to create an LSTM Autoencoder for time-series data?

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Barry 2020-5-4

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评论： Kinjal Joshi 2021-7-3

Hi all,

is it possible to create an Autoencoder with the Deep Learning layers and LSTM layers and when yes how?

I have found mutliple refs. for python time-series autoencoders, but Matlab does not have the same layers, or am i missing something?

(I can´t use the trainAutoencoder(X) Function because the time-series don´t have the same length)

Thanks,

Barry

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Lisa Huber 2021-5-4

Is there any update here?

Barry, how have you solved the task?

Have you build a "regular" neural network using several LSTM layers?

I wonder if I can manage the task in anomaly detection in MATLAB: I have e.g. a 6-D measurement vector in every timestep. I want to use a LSTM autoencoder and as input the 6-D vector, but not only for one time step, I want to give in a whole time "window" e.g. 10 timesteps, the input matrix would be: 6x10. And I also want to reconstruct this input matrix in the end to calculate a reconstruction error.

Maybe you can share your experiences!

Great Thanks,

Lisa

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回答（1 个）

David Willingham 2021-5-4

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Hi Barry,

Here's an example of using LSTM based Autoencoders on our GitHub page: Industrial Machinery Anomaly Detection using an Autoencoder. This Predictive Maintenance example trains a deep learning autoencoder on normal operating data from an industrial machine. The example walks through:

Extracting relevant features from industrial vibration timeseries data using the Diagnostic Feature Designer app
Setting up and training an LSTM-based autoencoder to detect abnormal behavior
Evaluating the results on a validation dataset

Regards,

David

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gcet joshi 2021-6-15

Hello,

In papers AUC value is reported for Autoencoder, but how it is not mentioned. I have found AUC value for classification problrm i.e. CNN but for autoencoder how it can be found?

In my secnd question, I am trying to train LSTM Autoencoder with video sequences i.e. number of frames, insted of features.

Kinjal Joshi 2021-7-3