This repo has a simple auto encoder for time series. The important point being the code has provisions for multidimensional as well as time series of varying length.
- Leverage temporal data.
- Variable sequence length.
- Time series can be non stationary.
##Dataset THe entire dataset repository can be downloaded from http://www.cs.ucr.edu/~eamonn/time_series_data/ . It contains the ECG5000 dataset being used for testing.