[ENH] DOBIN transformer implementation #3371
Labels
enhancement
Adding new functionality
implementing algorithms
Implementing algorithms, estimators, objects native to sktime
module:annotation
Projects
Distance based Outlier BasIs using Neighbors (DOBIN).
DOBIN is a pre-processing algorithm that constructs a set of basis
vectors tailored for outlier detection as described by _[1]. DOBIN
has a simple mathematical foundation and can be used as a dimension
reduction tool for outlier detection tasks.
Currently (only) implemented in R.
Reference:
[1] Kandanaarachchi, Sevvandi, and Rob J. Hyndman. "Dimension reduction
for outlier detection using DOBIN." Journal of Computational and Graphical
Statistics 30.1 (2021): 204-219.
Paper:
https://robjhyndman.com/papers/dobin.pdf
Code to re-write:
https://github.com/sevvandi/dobin/blob/master/R/dobin.R
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