Long Short Term Memory Networks for Anomaly Detection in Time Series Pankaj Malhotra1 , Lovekesh Vig2 , Gautam Shroff1 , Puneet Agarwal1 1- TCS Research, Delhi, India 2- Jawaharlal Nehru University, New Delhi, India Abstract. Long Short Term Memory (LSTM) networks have been demonstrated to be particularly useful for learning sequences containing longer term patterns of unknown length, due to their