-- Multivariate Anomaly Detection for Time Series Data with GANs --
MAD-GAN
This repository contains code for the paper,
(We are still working on this topic, will upload the completed version later...)
Overview
We used generative adversarial networks (GANs) to do anomaly detection for time series data. The GAN framework was RGAN, whihc was taken from the paper, _Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs. Please refer to https://github.com/ratschlab/RGAN for the original code.
Quickstart
Python3
Please unpack the data.7z file in the data folder before run RGAN.py and AD.py
To train the model:
""" python RGAN.py --settings_file kdd99 """
To do anomaly detection:
""" python AD.py --settings_file kdd99_test"""
""" python AD_Invert.py --settings_fi