PP: Time series anomaly detection with variational autoencoders

Problem: unsupervised anomaly detection

Model: VAE-reEncoder

VAE with two encoders and one decoder. They use bidirectional bow-tie LSTM for each part. 

Why use bow-tie model: to remove noise to some extent when encoding. 

来源：https://www.cnblogs.com/dulun/p/12342441.html