TDAmeritrade / stumpy

STUMPY is a powerful and scalable Python library for modern time series analysis

Home Page:https://stumpy.readthedocs.io/en/latest/

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unsupervised multivariate TS anomaly detection

andreaceruti opened this issue · comments

Hey, sorry if this is a stupid question but I am new to matrix profile algorithms.

My task is to find anomalies from unsupervised multivariate (10 dimensions) time series data coming from industrial sensors. I have read your documentation but I did not find any tutorial about this and so I am having some difficulties.

Is it possible to have some references about anomaly detection on multivariate and unsupervised time series data, so that I can try your algorithms? I am currently using autoencoders and they works fine, but I was wondering if matrix profile could overcome the results I have