RoseCDL adds stochastic windowing and inline outlier detection to convolutional dictionary learning to enable scalable unsupervised anomaly detection via local reconstruction loss on large signals.
Robust regression shrinkage and consistent variable selection through the lad-lasso.Journal of Business & Economic Statistics, 25(3): 347–355, 2007
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RoseCDL: Robust and Scalable Convolutional Dictionary Learning for Rare event and Anomaly Detection
RoseCDL adds stochastic windowing and inline outlier detection to convolutional dictionary learning to enable scalable unsupervised anomaly detection via local reconstruction loss on large signals.