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ML-based Anomaly Detection

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Anomaly Detection by Machine Learning

Introduction

The algorithm is based on the following paper

  • Spectral Residuals

Hansheng Ren, Bixiong Xu, Yujing Wang, Chao Yi, Congrui Huang, Xiaoyu Kou, Tony Xing, Mao Yang, Jie Tong, Qi Zhang. Time-Series Anomaly Detection Service at Microsoft." arXiv preprint arXiv:1906.03821 (2019).

Examples

Example jupyter notebooks are located here

Installation

$ pip install sranodec

Notes

I will also add SR-CNN and other methods.

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Spectral Residual

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  • Jupyter Notebook 92.5%
  • Python 6.7%
  • Makefile 0.8%