Introduction to Anomaly Detection with Auto-Encoder on time series
Posted Oct 29, 2019, 9:42 AM UTC
955
This is really interesting.
I'm currently working on a project at school where I should implement a research paper (Link to paper).
And it's also for detecting anomalies but with finite transducers.
2
Nice! Gramien Angular Field FTW. Have you tried comparing it to spectrograms for anomaly detection purposes to see how it handles them?
1
Have you tried comparing it to spectrograms for anomaly detection purposes to see how it handles them?
No, I haven't tried, it's a good idea, don't hesitate to fork the code to improve the notebook. Even propose a pull request. I would be very happy to see improvements in the notebook.
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How does it scale with multiple time series? Say you have two or more electrical signals and want to detect anomalies. Would this solution work for all or would you have to train a network for each?
1
Auto-encoders can detect anomalies on multivariate series, I will make a new notebook in a while to show how to modify the current code to manage the multivariate case
1
Here is a notebook to understand how to detect anomalies on time series.
https://github.com/JulienAu/Anomaly_Detection_Tuto/
You can view the notebook on Nbviewer
I'll improve the notebook in the future. Feel free to ask questions or comment.