RAD and Deep Autoencoder

Implementation of Robust PCA and Robust Deep Autoencoder over Time Series for detection of outliers

Result

• Robust Deep Autoencoder:

• Robust PCA

References:

• [Detection of anomalies over Time series: time series anomaly detection using Robust Principal Component Pursuit] (https://github.com/Netflix/Surus)

• [Robust Deep Autoencoder] (http://www.kdd.org/kdd2017/papers/view/anomaly-detection-with-robust-deep-auto-encoders)