Optical motion capture systems have become a widely used technology in various fields, such as augmented reality, robotics, movie production, etc. Such systems use a large number of cameras to triangulate the position of optical markers.The marker positions are estimated with high accuracy. However, especially when tracking articulated bodies, a fraction of the markers in each timestep is missing from the reconstruction. In this paper, we propose to use a neural network approach to learn how human motion is temporally and spatially correlated, and reconstruct missing markers positions through this model. We experiment with two different models, one LSTM-based and one time-window-based. Both methods produce state-of-the-art results, while working online, as opposed to most of the alternative methods, which require the complete sequence to be known. The implementation is publicly available at https://github.com/Svito-zar/NN-for-Missing-Marker-Reconstruction .