Hypothetically it should be possible to autoencoder an LSTM in order to build an anomaly detector. This proves that this is possible.
It is shown that a simple sin wave with added amplitudal noise can be detected if trained with a pure unsupervised LSTM autoencoder.
The entire signal as it is presented to the network [sliding window] :
The signal approximation (mean) :
The MSE output of the LSTM detector:
The number of noise samples added (and caught):
