README.md

Examples

1. Simple example of the anomaly detection on the synthetic data with outliers
   [notebook]

2. Pipeline of the anomaly detection on the SKAB using Hotelling's T-squared statistic
   [notebook]

3. Pipeline of the anomaly detection on the SKAB using combined Hotelling's (T2) and Q (SPE) statistics based on the PCA
   [notebook]

Additional imformation

Datasets from SKAB
Details regarding the Skoltech Anomaly Benchmark (SKAB) one can find in the SKAB repository.

Evaluation module from TSAD
Links for PyPi, GitHub and documentation