All Questions
10 questions
1
vote
1
answer
332
views
XGBoost RMSE higher after using AE features
I have time series data with 9 inputs, so I wanted to use an autoencoder to create new features since I can no longer create meaningful features manually. I run X thru the following autoencoder
i = ...
- 125
0
votes
1
answer
148
views
InvalidArgumentError training multivariate LSTM autoencoder
I tried to do experiments in different datasets using this model, it works fine for univariate time series. However, I get an issue when trying to do it for multivariate time series and I think it's ...
0
votes
1
answer
267
views
TimeSeries use case : How to plug an LSTM network (predictor) on top of a VAE network (denoiser)
I've been struggling for while coding the network in the picture below.
The use case is dedicated for time series:
First the VAE denoises the sequences of the timeseries, by learning the most common ...
- 39
4
votes
1
answer
9k
views
Keras LSTM-VAE (Variational Autoencoder) for time-series anamoly detection
I am trying to model LSTM-VAE for time series reconstruction using Keras.
I had referred to https://github.com/twairball/keras_lstm_vae/blob/master/lstm_vae/vae.py and https://machinelearningmastery....
- 143
0
votes
1
answer
529
views
What activation function on the last layer and loss function should I use in an auto encoder for reconstructing a sequence of events? [Keras]
My data set is a 3D array of the size (M,t,N) where M is the number of samples, t is the number of timesteps in a sequence and N is the number of possible events that can happen at time t. By ...
- 1,038
1
vote
0
answers
675
views
Time series encoder-decoder LSTM in Keras
I am using 9 features and 18 time steps in the past to forecast 3 values in the future:
lookback = 18
forecast = 3
n_features_X = 9
n_features_Y = 1
My code is:
# Encoder
past_inputs = tf.keras....
4
votes
1
answer
804
views
Autofilter for Time Series in Python/Keras using Conv1d
It may looks like a lot of code, but most of the code is comments or formatting to make it more readable.
Given:
If I define my variable of interest, "sequence", as follows:
# define input sequence
...
- 2,022
2
votes
1
answer
3k
views
How to make sure con1D's output_shape is same as input_shape with time series in keras autoencoder?
Conv1D output shape incorrect in keras autoencoder model when running autoencoder fit.
I try to use keras autoencoder model to compress and decompress my time-series data. but when I change the layer ...
- 411
16
votes
3
answers
4k
views
Keras LSTM Autoencoder time-series reconstruction
I am trying to reconstruct time series data with LSTM Autoencoder (Keras).
Now I want train autoencoder on small amount of samples (5 samples, every sample is 500 time-steps long and have 1 dimension)....
- 161
6
votes
1
answer
2k
views
LSTM Autoencoder on timeseries
I'm currently trying to implement an LSTM autoencoder to be used in order allow compression of transactions timeseries (Berka dataset) into a smaller encoded vector.
The data I'm working with looks ...
- 1,280