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.

1. Leverage temporal data.
2. Variable sequence length.
3. 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.