Alibi Detect is a Python library for detecting outliers, adversarial data, and drift. Accommodates tabular data, text, images, and time series that can be used both online and offline. Both TensorFlow and PyTorch backends are supported
Mahalanobis Distance - The algorithm is online, which means it begins with no knowledge of feature distribution and learns as requests arrive. As a result, you should expect the output to be poor at first and improve over time.
Variational Auto-Encoders - This is first trained on a batch of unlabeled but normal (Linear) data. Because labeled data is often scarce, unsupervised or semi-supervised training is preferable.
Variational Auto-Encoders - The VAE detector makes an attempt to reconstruct the data it receives. The reconstruction error is high if the input data cannot be reconstructed well, and the data can be flagged as an outlier.
Variational Auto-Encoders - The mean squared error (MSE) between the input and the reconstructed instance or the probability that both the input and the reconstructed instance are generated by the same process is used to calculate the reconstruction error.
3/ If the p-value from the test is less than some significance level (e.g. α = .05), then we can reject the null hypothesis and conclude that the time series is stationary.
2/ It is important to standardize variables before running Cluster Analysis. It is because cluster analysis techniques depend on the concept of measuring the distance between the different observations we're trying to cluster.