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https://github.com/danyulll/wicmad.jl

This project implements a Bayesian nonparametric model for multivariate functional anomaly detection.
https://github.com/danyulll/wicmad.jl

anomaly-detection bayesian-nonparametrics functional-data-analysis

Last synced: 15 days ago
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This project implements a Bayesian nonparametric model for multivariate functional anomaly detection.

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# WICMAD.jl

Wecolme to WICMAD (**W**avelet **I**ntrinsic **C**o-regionalization **M**odel **A**nomaly **D**etector). This repository showcases my work in multivariate functional anomaly detection and was completed as part of my Master's degree in Mathematics and Statistics at McGill University. For a walkthrough of the model, see the notebook [here](https://danyulll.github.io/assets/projects/WICMAD%20Project/wicmad_method_example.html).