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Simple example of the anomaly detection on the synthetic data with outliers
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Pipeline of the anomaly detection on the SKAB using Hotelling's T-squared statistic
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Pipeline of the anomaly detection on the SKAB using combined Hotelling's (T2) and Q (SPE) statistics based on the PCA
[notebook]
Datasets from SKAB
Details regarding the Skoltech Anomaly Benchmark (SKAB) one can find in the SKAB repository.
Evaluation module from TSAD
Links for PyPi, GitHub and documentation