Robust Anomaly Detection for Multivariate Time Series through Stochastic Recurrent Neural Network

1 code implementation • 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining 2019 • Ya Su; Youjian Zhao; Chenhao Niu; Rong Liu; Wei Sun; Dan Pei

Industry devices (i. e., entities) such as server machines, spacecrafts, engines, etc., are typically monitored with multivariate time series, whose anomaly detection is critical for an entity's service quality management.

Anomaly Detection Time Series +1