Anomaly detection methods and implementation.
- utils.py - Trajectory matrix/ rolling window representation of time series data.
- LSTM Autoencoder
- Long short-term memory (LSTM) is a recurrent neural network (RNN) architecture, used to process entire sequences of data.
- An autoencoder learns a representation for a set of data in an unsupervised manner by training the network to ignore signal “noise”.
- The reconstruction error serves as an indicator to the extent of a data instance being an anomaly.
- Numenta Anomaly Benchmark
- machine_temperature_system_failure.csv
- Temperature sensor data of an internal component of a large, industrial machine.
- The first anomaly is a planned shutdown of the machine.
- The second anomaly is difficult to detect and directly led to the third anomaly, a catastrophic failure of the machine.
- machine_temperature_system_failure.csv