Topological Data Analysis for Anomaly Detection (TDAAD)

Description

tdaad provides machine learning algorithms for analyzing timeseries data through the lense of Topological Data Analysis, and deriving anomaly scores.

The targeted input is an object X representing a multiple time series with variables columns and timestamps lines. We use the term multiple time series to describe a set of univariate timeseries that describe a system or object. Note that the package does not handle analysis of a single univariate timeseries.

The main idea of this package is to analyze time series with topological methods.

Documentation

Documentation is available here.

Demonstrators