Detection of Anomalies in Multivariate Time Series Using Ensemble Techniques

no code implementations • 6 Aug 2023 • Anastasios Iliopoulos, John Violos, Christos Diou, Iraklis Varlamis

To boost the performance of these base models, we propose a feature-bagging technique that considers only a subset of features at a time, and we further apply a transformation that is based on nested rotation computed from Principal Component Analysis (PCA) to improve the effectiveness and generalization of the approach.

Anomaly Detection Time Series