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Change-point and anomaly detection in multidimensional time series

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AnomalyDetection

Detect anomalies

Project Organization

├── data
│   ├── external       <- Data from third party sources.
│   ├── interim        <- Intermediate data that has been transformed.
│   ├── processed      <- The final, canonical data sets for modeling.
│   └── raw            <- The original, immutable data dump.
│
├── models             <- Trained and serialized models, model predictions, or model summaries
│
├── notebooks          <- Jupyter notebooks. Naming convention is a number (for ordering),
│                         the creator's initials, and a short `-` delimited description, e.g.
│                         `1.0-jqp-initial-data-exploration`.
│
├── references         <- Data dictionaries, manuals, and all other explanatory materials.
│
├── reports            <- Generated analysis as HTML, PDF, LaTeX, etc.
│   └── figures        <- Generated graphics and figures to be used in reporting
│
├── src                <- Source code for use in this project.
│   ├── __init__.py    <- Makes src a Python module
│   │
│   ├── features       <- Scripts to turn raw data into features for modeling
│   │   └── build_features.py
│   │
│   ├── models         <- Scripts to train models and then use trained models to make
│   │   │                 predictions
│   │   ├── predict_model.py
│   │   └── train_model.py
│   │
│   └── visualization  <- Scripts to create exploratory and results oriented visualizations
│       └── visualize.py
│
└── tox.ini            <- tox file with settings for running tox; see tox.testrun.org

Project based on the cookiecutter data science project template. #cookiecutterdatascience

Prerequisites

For use current repo you need conda. For install all requirements use:

conda create -f environment.yml
conda activate anom-det

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Change-point and anomaly detection in multidimensional time series

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  • Jupyter Notebook 61.2%
  • HTML 38.7%
  • Python 0.1%