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1. automahalanobis automahalanobis Public

   A PyTorch implementation of an autoencoder trained to minimize the Mahalanobis distance between input and reconstruction.

   Python 26 3

2. ANN2 ANN2 Public

   Neural Networks package for R with a fast C++ back-end and special support for unsupervised anomaly detection using autoencoders

   C++ 13 3

3. categorical_embedding categorical_embedding Public

   An embedding for categorical data that is well suited for anomaly detection.

   Jupyter Notebook 1

4. hierarchical_prophet hierarchical_prophet Public

   A hierarchical (in a Bayesian way) implementation of FB Prophet. Can be used to model multiple correlated timeseries simultaneously

   Jupyter Notebook

5. tradingtools tradingtools Public

   Tools to help with making automated trading decisions, executing orders and backtesting new strategies

   Python 1

6. pyod_model_exploration pyod_model_exploration Public

   Code to benchmark several unsupervised anomaly detection models on various data sets

   Jupyter Notebook