Online Time Series Anomaly Detectors

Implements a set of online fault detectors for time-series, called: PEWMA see M. Carter et al. (2012) , SD-EWMA and TSSD-EWMA see H. Raza et al. (2015) , KNN-CAD see E. Burnaev et al. (2016) , KNN-LDCD see V. Ishimtsev et al. (2017) and CAD-OSE see M. Smirnov (2018) < https://github.com/smirmik/CAD>. The first three algorithms belong to prediction-based techniques and the last three belong to window-based techniques. In addition, the SD-EWMA and PEWMA algorithms are algorithms designed to work in stationary environments, while the other four are algorithms designed to work in non-stationary environments.