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awesome-TS-anomaly-detection

List of tools & datasets for anomaly detection on time-series data.
https://github.com/rob-med/awesome-TS-anomaly-detection

Last synced: 14 days ago
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Anomaly Detection Software

  • Chaos Genius
  • CueObserve - 2.0 | ✔️
  • EGADS - cases in a single package with the only dependency being Java. | GPL | ✔️
  • flow-forecast - 3 | ✔️
  • Hastic - based UI.| GPL | ✔️
  • Luminaire - 2.0 | ✔️
  • Orion
  • OutlierDetection.jl
  • PyOD - Clause | ✔️
  • Skyline - time anomaly detection system, built to enable passive monitoring of hundreds of thousands of metrics. | MIT | ✔️
  • ADTK - based time series anomaly detection. | MPL 2.0 | ❌
  • AnomalyDetection - source R package to detect anomalies which is robust, from a statistical standpoint, in the presence of seasonality and an underlying trend. | GPL | ❌
  • Anomalyzer - 2.0 | ❌
  • banpei - series. | MIT | ❌
  • banshee
  • CAD - time AD on streagming data (winner algorithm of the 2016 NAB competition). | AGPL | ❌
  • datastream.io - source framework for real-time anomaly detection using Python, Elasticsearch and Kibana. | Apache-2.0 | ❌
  • DeepADoTS - based techniques for Anomaly Detection on Time-Series data. | MIT | ❌
  • LoudML
  • luminol - 2.0 | ❌
  • oddstream - 3 | ❌
  • PyOdds - to end Python system for outlier detection with database support. PyODDS provides outlier detection algorithms, which support both static and time-series data. | MIT | ❌
  • PySAD - Clause | ❌
  • rrcf
  • Surus - An implementation of the Robust PCA. | Apache-2.0 | ❌
  • Telemanom
  • Adaptive Alerting - 2.0 | ❌
  • Donut - | ❌
  • Nupic
  • MIDAS - Based Detector of Anomalies in Edge Streams, detects microcluster anomalies from an edge stream in constant time and memory. | Apache-2.0 | ✔️
  • ruptures - line change point detection. This package provides methods for the analysis and segmentation of non-stationary signals. | BSD 2-Clause | ✔️

Benchmark Datasets

Labeling

Citation Policy

Labeling

Related Software

Forecasting

  • darts - 2.0 | ✔️
  • Prophet - linear trends are fit with yearly and weekly seasonality, plus holidays. | BSD | ✔️
  • PyFlux - Clause | ❌
  • ETNA - 2.0 | ✔️
  • pmdarima - learn-friendly interface. | MIT | ✔️
  • GluonTS - 2.0 | ✔️

Labeling

  • Curve - source tool to help label anomalies on time-series data. | Apache-2.0 | ❌
  • Taganomaly

Time-Series Analysis

  • MatrixProfile - 2.0 | ✔️
  • Merlion - Clause | ✔️
  • SaxPy
  • sktime-dl - Clause | ✔️
  • Tigramite - dimensional time series datasets and model the obtained causal dependencies for causal mediation and prediction analyses.| GPLv3.0 | ✔️
  • tsflex - window feature extraction on multivariate, irregularly-sampled sequence data. | MIT | ✔️
  • tslearn - learn, numpy and scipy libraries. | BSD 2-Clause | ✔️
  • seglearn - Clause | ❌
  • Squey - depth exploration of timeseries while displaying every outliers. | MIT | ✔️
  • Kats - stop shop for time series analysis, including detection, forecasting, feature extraction/embedding, multivariate analysis, etc. | MIT | ✔️
  • sktime - learn compatible tools to build, tune and validate time series models for multiple learning problems. | BSD 3-Clause | ✔️