Anomaly detection

scores

• zscore

  • Measures the distance of a data point from the mean in terms of standard deviations, assuming a single variable.

• mahalanobis

  • Measures the distance of a data point from the mean of a multivariate distribution, taking into account the correlations between variables.

• time series

methods

• local_outlier_factor

  • moon lof lab

  • taxi lab

• isolation_forest

  • lab compare outlinear of super vs unsuper

  • lab isolation on test train