Papers › Long Short Term Memory Networks for Anomaly Detection in Time Series

Long Short Term Memory Networks for Anomaly Detection in Time Series

22 Apr 2015ESANN 2015 4archive 2025-07-28

Pankaj Malhotra, Lovekesh Vig, Gautam Shroff, Puneet Agarwal

Long Short Term Memory (LSTM) networks have been demonstrated to be particularly useful for learning sequences containing longer term patterns of unknown length, due to their ability to maintain long term memory. Stacking recurrent hidden layers in such networks also enables the learning of higher level temporal features, for faster learning with sparser representations. In this paper, we use stacked LSTM networks for anomaly/fault detection in time series. A network is trained on non-anomalous data and used as a predictor over a number of time steps. The resulting prediction errors are modeled as a multivariate Gaussian distribution, which is used to assess the likelihood of anomalous behavior. The efficacy of this approach is demonstrated on four datasets: ECG, space shuttle, power demand, and multi-sensor engine dataset.

PaperPDFCode

Code

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Anomaly DetectionFault DetectionTime SeriesTime Series Anomaly Detection

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Methods

LSTMSigmoid ActivationTanh Activation

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections