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Papers

TODS: An Automated Time Series Outlier Detection System

2020-09-18 · Kwei-Herng Lai, Daochen Zha, Guanchu Wang, Junjie Xu, Yue Zhao, Devesh Kumar, Yile Chen, Purav Zumkhawaka, Mingyang Wan, Diego Martinez, Xia Hu

We present TODS, an automated Time Series Outlier Detection System for research and industrial applications. TODS is a highly modular system that supports easy pipeline construction. The basic building block of TODS is primitive, which is an implementation of a function with hyperparameters. TODS currently supports 70 primitives, including data processing, time series processing, feature analysis, detection algorithms, and a reinforcement module. Users can freely construct a pipeline using these primitives and perform end- to-end outlier detection with the constructed pipeline. TODS provides a Graphical User Interface (GUI), where users can flexibly design a pipeline with drag-and-drop. Moreover, a data-driven searcher is provided to automatically discover the most suitable pipelines given a dataset. TODS is released under Apache 2.0 license at https://github.com/datamllab/tods.

📄 PDF Abstract BibTeX arXiv:2009.09822

Code (1)

datamllab/tods 공식 구현

Tasks

Outlier DetectionTime SeriesTime Series Analysis

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