Implementation of Mahalanobis distance for multivariate anomaly detection. This repo contains functions to create a threshold anomaly detection in multivariate data using the Mahalanobis distance between components of the data.
pip install -i https://test.pypi.org/simple/ mahala-ad
Adapted from: https://towardsdatascience.com/how-to-use-machine-learning-for-anomaly-detection-and-condition-monitoring-6742f82900d7