https://github.com/samuelschlesinger/martingale-anomaly-detection

A small project to use martingale sequences to detect anomalies in data streams.
https://github.com/samuelschlesinger/martingale-anomaly-detection

Last synced: 20 days ago
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A small project to use martingale sequences to detect anomalies in data streams.

• Host: GitHub
• URL: https://github.com/samuelschlesinger/martingale-anomaly-detection
• Owner: SamuelSchlesinger
• Created: 2020-06-09T15:53:51.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2020-06-09T15:56:35.000Z (over 4 years ago)
• Last Synced: 2024-10-27T19:10:54.006Z (2 months ago)
• Language: Haskell
• Size: 1.95 KB
• Stars: 1
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md

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README

        
# Anomaly Detection

This work is based off of 

[Detecting Changes in Unlabeled Data Streams using Martingale](https://www.ijcai.org/Proceedings/07/Papers/308.pdf)

by Shen-Shyang Ho and Harry Wechsler. It works okay, but not nearly as well as I'd expect given the results in

their paper.