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An implementation of AE LSTM based. We test our architecture on several tasks as reconstructing synthetic time series, s&p 500 stocks, and forecasting s&p 500 stocks based on the decoded information (also known as latent space) features we extract from the AE

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Yairz1/AutoEncoder

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Synthetic data reconstruction

synthetic_recon

Mnist samples reconstruction (We treat each image as a vector)

mnist recon

Real S&P 500 stock values reconstruction

ap500 recon

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An implementation of AE LSTM based. We test our architecture on several tasks as reconstructing synthetic time series, s&p 500 stocks, and forecasting s&p 500 stocks based on the decoded information (also known as latent space) features we extract from the AE

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