An unsupervised online anomaly detector that weights multi-source GRU forecasts via Local Trend Inconsistency achieves AUC up to 0.977 on multi-seasonal time series.
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Developing an Unsupervised Real-time Anomaly Detection Scheme for Time Series with Multi-seasonality
An unsupervised online anomaly detector that weights multi-source GRU forecasts via Local Trend Inconsistency achieves AUC up to 0.977 on multi-seasonal time series.