most citedIntrinsic Anomaly Detection for Multi-Variate Time Series

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cs.LG2022★ 1 cited

Intrinsic Anomaly Detection for Multi-Variate Time Series

Stephan Rabanser, Tim Januschowski, Kashif Rasul +6

We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical sce…