Multi-Variate, Multi-Step, LSTM for Anomaly Detection

This post will walk through a synthetic example illustrating one way to use a multi-variate, multi-step LSTM for anomaly detection. Imagine you have a matrix of k time series data coming at you at regular intervals and you look at the last n observations for each metric. A matrix of 5 metrics from period t to t-n One approach … Continue reading Multi-Variate, Multi-Step, LSTM for Anomaly Detection