Koopman-theoretic Approach for Identification of Exogenous Anomalies in Nonstationary Time-series Data

1 code implementation • 18 Sep 2022 • Alex Mallen, Christoph A. Keller, J. Nathan Kutz

In many scenarios, it is necessary to monitor a complex system via a time-series of observations and determine when anomalous exogenous events have occurred so that relevant actions can be taken.

Time Series Time Series Analysis