Matlab code for fault and anomaly detection, drawn from MA Osborne, R Garnett, K Swersky, and N de Freitas. Prediction and Fault Detection of Environmental Signals with Uncharacterised Faults. (2012). AAAI Conference on Artificial Intelligence (AAAI 2012).
You will need to install GPML.
See EXAMPLE_of_fault_bucket_use.m.
Michael A Osborne, mosb@robots.ox.ac.uk.