python 时间序列异常值_应用生成对抗网络（GAN）对时间序列数据进行异常检测...

-- 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