MTS Anomaly Detection

Multidimensional Time Series Anomaly Detection (MTSAD)

Glossary

• Anomaly (+1) -> Anomalies -> Anomaly Detection
• Normal (-1)
• Observed
• Predicted

Data

MTS² Format

Columns:

• t: datetime.
• [features]: d features.
• tag: +1 or a for anomaly, -1 or n for normal.

MTS² Format : Multidimensional Time Series Supervised (MTSS)

Note: All datasets should be transformed into this format for further processing.

Algorithm

Supervised

Semi-Supervised

Unsupervised

System Architecture

License

MTSAnomalyDetection is licensed under the Apache License, Version 2.0. See LICENSE for the full license text.