Time Series Anomaly Detection
这里有个2015年的综述文章，归纳的比较好，各类技术的适用场景. https://iwringer.wordpress.com/2015/11/17/anomaly-detection-concepts-and-techniques/git
其中 Clustering 技术可使用 K-Means, Gaussian Mixture Model. GMM 模型能够参考这个很棒的文章 https://colab.research.google.com/github/jakevdp/PythonDataScienceHandbook/blob/master/notebooks/05.12-Gaussian-Mixtures.ipynb#scrollTo=2l9rOarpNSi0github
还有一个比较新的 2019 年的 DEEP LEARNING FOR ANOMALY DETECTION: A SURVEY https://arxiv.org/pdf/1901.03407.pdf. 对全部领域的异常检测作了综述.wordpress
RNN 的应用google
https://github.com/chickenbestlover/RNN-Time-series-Anomaly-Detectionblog
https://towardsdatascience.com/time-series-of-price-anomaly-detection-13586cd5ff46 聚类的一些经常使用方法ip
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- 1. （十）Unsupervised Anomaly Detection in Energy Time Series Data using Variational Recurrent Autoencoder
- 2. MAD-GAN: Multivariate Anomaly Detection for Time Series Data with Generative Adversarial Networks
- 3. KDD2019 异常检测:Time-Series Anomaly Detection Service at Microsoft
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相关文章
- 1. （十）Unsupervised Anomaly Detection in Energy Time Series Data using Variational Recurrent Autoencoder
- 2. MAD-GAN: Multivariate Anomaly Detection for Time Series Data with Generative Adversarial Networks
- 3. KDD2019 异常检测:Time-Series Anomaly Detection Service at Microsoft
- 4. （九）Anomaly Detection Based on Convolutional Recurrent Autoencoder for IoT Time Series
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- 8. Time-Series Analysis
- 9. Cross-dataset Time Series Anomaly Detection for Cloud Systems 云系统跨数据集时间序列异常检测
- 10. 2019 Cross-dataset Time Series Anomaly Detection for Cloud Systems云系统的跨数据集时间序列异常检测