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.