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If the auto-encoder is converging to the same encoding for different instances, there may be a problem in the loss function. Check the size and shape of the output of the loss function, as it may be getting confused and evaluating the wrong tensors (i.e. you may need to transpose something somewhere). Basically, assuming you are using an auto-encoder to ...


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If each of your three features is a scalar then my first attempt would be to combine them into a vector for each step in the sequence. So instead of LSTM(128, input_shape=(30,1)) for a length-30 univariate sequence you would say LSTM(128, input_shape=(30,3)) for a multivariate (3) sequence. Similarly your output would become TimeDistributed(Dense(3, ...


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