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Implement DWT-MLEAD #28

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LouisCarpentier42 opened this issue Nov 12, 2024 · 0 comments
Open

Implement DWT-MLEAD #28

LouisCarpentier42 opened this issue Nov 12, 2024 · 0 comments
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anomaly detector Implement a new anomaly detector

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@LouisCarpentier42
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Implement DWT-MLEAD [1], which uses the discrete wavelet transform to detect anomalies in time series data.

[1] Thill, Markus, Wolfgang Konen, and Thomas Bäck. "Time series anomaly detection with discrete wavelet transforms and maximum likelihood estimation." Intern. Conference on Time Series (ITISE). Vol. 2. 2017.
@LouisCarpentier42 LouisCarpentier42 added the anomaly detector Implement a new anomaly detector label Nov 12, 2024
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