Matlab LSTM Variational Autoencoder do detect anomalies in time series data. This repositry contains the code used for the my masters thesis (https://online.unileoben.ac.at/mu_online/wbAbs.showThesis?pThesisNr=75598&pOrgNr=1) Download Link: https://pure.unileoben.ac.at/portal/files/6093740/AC16131071.pdf

Installation
Usage
Features
License

Installation

$ git clone https://github.com/stefanherdy/Matlab-LSTM-Variational-Autoencoder-and-anomaly-detection.git

This repository contains only some code of my masters thesis. The data and some functions of the used library are not available, because the project was a company project and therefore the publication of the data and some methods is prohibited due to copyright and legal issues. Nevertheless, I would like to share a few interesting things with the community. The main parts of this repository, that might be of interest, are the two developed models to detect anomalies in time series data. These models are the LSTM Variational Autoencoder (VAE_Outl_LSTM.m) and the LSTM time series prediction.

This project is licensed under the MIT License. :copyright: 2020 Stefan Herdy