Adding Skoltech Anomaly Benchmark (SKAB)

[YKatser]

SKAB (Skoltech Anomaly Benchmark) is designed for evaluating algorithms for anomaly detection. The benchmark currently includes 30+ datasets plus Python modules for algorithms’ evaluation. Each dataset represents a multivariate time series collected from the sensors installed on the testbed. All instances are labeled for evaluating the results of solving outlier detection and changepoint detection problems.

[yzhao062]

Great. we are doing some ts outlier detection at the moment. will do some analysis and get back to you on the applicability of this resource :) Thanks.