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Description
Describe the feature or idea you want to propose
Audibert et al. proposed a DL-based anomaly detection algorithm for multivariate time series in https://doi.org/10.1145/3394486.3403392. We should include this algorithm in aeon.
There is currently no corresponding implementation in TimeEval. A community implementation can be found here: https://github.com/manigalati/usad
Describe your proposed solution
- Come up with an API design for deep-learning based anomaly detection algorithms
- Implement USAD algorithm in aeon
Describe alternatives you've considered, if relevant
No response
Additional context
No response