Outlier Detection in Data STREAMs (oddstream)

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Work in Progress: Do not use this package

This is a modified Python reimplementation of the R package oddstream. This implementation uses an LSTM Auto Encoder for feature extraction, instead of handcrafted features. Handcrafted time series feature extraction will be added in a near future.

Installation

python setup.py install

Usage

See example notebook.

References

• Talagala, P. D., Hyndman, R. J., Smith-Miles, K., Kandanaarachchi, S., & Muñoz, M. A. (2018). Anomaly Detection in Streaming Nonstationary Temporal Data. Working paper 4/18, Department of Econometrics & Business Statistics, Monash University.