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

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Barry
Barry on 4 May 2020
Commented: Kinjal Joshi on 3 Jul 2021 at 4:29
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
  1 Comment
Lisa Huber
Lisa Huber on 4 May 2021
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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Answers (1)

David Willingham
David Willingham on 4 May 2021
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,
  6 Comments
Kinjal Joshi
Kinjal Joshi on 3 Jul 2021 at 4:29
Hello,
Is there any example of convolutional lstm autoencoder? As I have to work on video sequences rather than images.

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