KalmanAE: Deep Embedding Optimized Kalman Filter for Time Series Anomaly Detection

Xunhua Huang, Fengbin Zhang, Ruidong Wang, Xiaohui Lin, Han Liu, Haoyi Fan. KalmanAE: Deep Embedding Optimized Kalman Filter for Time Series Anomaly Detection. IEEE T. Instrumentation and Measurement, 72:1-11, 2023. [doi]

Abstract

Abstract is missing.