Time Series Anomaly Detection Toolkit

Streaming Least Squares (SLS) Algorithm

• Demo
• Presentation: Streaming Least Squares Algorithm for Anomaly Detection

How to cite

If your work benefits from this algorithm or library, please cite using using the following.

Tran, Kenneth. Streaming Least Squares Algorithm for Time Series Anomaly Detection. https://github.com/MSRDL/TSA, 2015.

In BibTex:

@misc{tran2015sls,
  title={Streaming Least Squares Algorithm for Time Series Anomaly Detection},
  author={Tran, Kenneth},
  year={2015},
  howpublished={\url{https://github.com/MSRDL/TSA}},
}