I’m not sure to understand what you mean by “reconstructing sequences”. Do you mean like detecting AND correcting the anomalies ? Anyway, I’m not really qualified for that, sry 
But, in the blog post you referenced, the author uses nn.Embedding because he works with words (language translation).
You case is more similar to this tutorial

  
      
      Curiousily
  
  
    

Time Series Anomaly Detection using LSTM Autoencoders with PyTorch in Python 5

Find abnormal heartbeats in patients ECG data using an LSTM Autoencoder with PyTorch


  
  
    
    
  
  


Btw, you will note that this one doesn’t use nn.Embedding (or nn.Linear) but rather feeds the vector sequences directly into the LSTM(s).