datasig-ac-uk/signature_mahalanobis_knn

Methodology for anomaly detection on multivariate streams using path signatures and the variance norm.

语言：Jupyter Notebook · GitHub 星标：9 · Fork：3

话题：anomaly-detection · anomaly-detection-algorithm · hut23-1132 · hut23-1376 · machine-learning · path-signature · rough-paths · time-series

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