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Implementation of USAD (UnSupervised Anomaly Detection on multivariate time series) in PyTorch Lightning

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finloop/usad-torchlightning

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usad-torchlightning

Implementation of USAD (UnSupervised Anomaly Detection on multivariate time series) in PyTorch Lightning.

Original implementation by: Francesco Galati. Original code can be found in: USAD.

Getting started

To start, first download the data.

Data

Data can be found in:

After downloading them put them in data/raw.

Running the model

dvc exp run

Changing the parameters

All the parameters (for example epoch size) can be found in params.yaml.

Requirements

  • pytorch 1.9
  • dvc
  • pytorch-lighting
  • python 3.8

How to cite

If you use this software, please cite the following paper as appropriate:

Audibert, J., Michiardi, P., Guyard, F., Marti, S., Zuluaga, M. A. (2020).
USAD : UnSupervised Anomaly Detection on multivariate time series.
Proceedings of the 26th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining, August 23-27, 2020

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