Neural network methods for anomaly detection in time series. In this work, 3 neural nets methods were explored:
- Boostrap Method
- Lower-Upper bound estimation (LUBE)
- LSTM Reconstruction error method
Please refer to the report for more information.
The implementation for the best resulting method (Bootstrap) was made public in this repo.
Requirements:
- Python 3.x
- Pytorch
- Pandas
- Numpy
- Matplotlib