Hi all, I am about to start my master thesis in Anomaly detection on a multivariate time series data. I am interested in knowing reference to the papers where related work has been done in this area or suggestion to some of the techniques, especially unsupervised approaches.
Hi,
There are lots of literature about what you wanted. But, I summrize your question in this link:
https://www.google.com/url?sa=t&source=web&rct=j&url=https://www.quora.com/What-are-the-machine-learning-algorithms-used-for-anomaly-detection-in-multivariate-time-series-data&ved=2ahUKEwjKnom04cfkAhUsIMUKHboEAssQFjACegQIDhAH&usg=AOvVaw1D56K8f7H1dkR2I1fiJodX
Best
https://pdfs.semanticscholar.org/bd14/88f06d396b34163507d94631542f64ee1b4e.pdf
https://www.quora.com/What-are-the-machine-learning-algorithms-used-for-anomaly-detection-in-multivariate-time-series-data
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