Add USAD algorithm #14
Labels
comp: algorithms
enhancement
New feature or request
help wanted
Extra attention is needed
🏅 medium
MoSCoW: Should-have
Audibert et al. proposed a new DL-based anomaly detection algorithm for multivariate time series in https://doi.org/10.1145/3394486.3403392. We should include this algorithm in the repository.
A community implementation can be found here: https://github.com/manigalati/usad
Thanks to @2er0 for pointing it out.
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