most citedBSSAD: Towards A Novel Bayesian State-Space Approach for Anomaly Detection in Multivariate Time Series

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cs.LG2023★ 1 cited

BSSAD: Towards A Novel Bayesian State-Space Approach for Anomaly Detection in Multivariate Time Series

Usman Anjum, Samuel Lin, Justin Zhan

Detecting anomalies in multivariate time series(MTS) data plays an important role in many domains. The abnormal values could indicate events, medical abnormalities,cyber-attacks, o…