Yairz1 / AutoEncoder Public

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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Name		Name	Last commit message	Last commit date
Latest commit History 82 Commits
Architectures		Architectures
Utils		Utils
README.md		README.md
lstm_ae_mnist.py		lstm_ae_mnist.py
lstm_ae_snp500.py		lstm_ae_snp500.py
lstm_ae_toy.py		lstm_ae_toy.py
requirements.txt		requirements.txt

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Results

Synthetic data reconstruction

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

Real S&P 500 stock values reconstruction

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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

timeseries autoencoder machinelearning deeplearning forcasting

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Python 100.0%