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facebookresearch / Kats

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.

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Anomaly detection in multivariate time series documentation benchmark

SamuMazzi opened this issue · comments

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I read the documentation and the paper of your work/research but there's never said that you made benchmarks with multivariate time series. Did you test the kit with that kind of data?
In that case can you share results and datasets?