Quantile LSTM: A Robust LSTM for Anomaly Detection In Time Series Data

no code implementations • 17 Feb 2023 • Snehanshu Saha, Jyotirmoy Sarkar, Soma Dhavala, Santonu Sarkar, Preyank Mota

In particular, we propose Parametric Elliot Function (PEF) as an activation function (AF) inside LSTM, which saturates lately compared to sigmoid and tanh.

Anomaly Detection Time Series +1