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Autenocoder and anomaly detection task

Data Science Asked on March 28, 2021

I’m trying to create an autoencoder for the anomaly detection task, but I’m noticing that even if it performs very well on the training set, it starts to stop recreating half of the test set. I tried with more than 10 models, (LSTM, ConvAE, ConvLSTM) and all of them fails to reconstruct the time series in the same point.

These are the performances on the training set. The blue part is the original time series and the red one is the time series reconstructed by the AE.

enter image description here

These are the performance on the training set. I don’t understand why all the models stop performing from that point. Could that means that there are anomalies in that part?

enter image description here

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