Robust Anomaly Detection for Multivariate Time Series through Stochastic Recurrent Neural Network

Ya Su, Youjian Zhao, Chenhao Niu, Rong Liu, Wei Sun, Dan Pei. Robust Anomaly Detection for Multivariate Time Series through Stochastic Recurrent Neural Network. In Ankur Teredesai, Vipin Kumar, Ying Li, RĂ³mer Rosales, Evimaria Terzi, George Karypis, editors, Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining, KDD 2019, Anchorage, AK, USA, August 4-8, 2019. pages 2828-2837, ACM, 2019. [doi]

Abstract

Abstract is missing.