The anomaly detection and tools engine used by Oddity. The engine is used as a Python binding with PyO3, and therefore is currently not intended to be used as a standalone Rust library.
The engine provides some of the following functionalities:
- STL decompositon
- Time series collection and tools
- Gaussian process fitting
- Gaussian kernels
- Gaussian distribition fitting
- FFT for periodicity inference
More functionality and general optimizations will be added in the future.
The following are some important links for more information:
Oddity Demo: https://github.com/Lleyton-Ariton/oddity-demo
For some extra information on time series data/anomaly detection, you can check out my medum article series Houston, we have a problem.