Here is a little recipe for using good old PCA to do some fast and efficient time series anomaly detection.
Output of the Go script. I've posted recently about learning just enough Go to be dangerous over the christmas break, well here is a update on my adventures so far. The below script (which is probably horrible in places if you know Go properly - tips welcome) uses goroutines to pull data from some REST … Continue reading Time series anomaly detection in Go using GoLearn
I've recently been playing around with some time series clustering tasks and came across the tslearn library. I was interested in seeing how easy it would be to get up and running some of the clustering functionality that is already built into tslearn, turns out it was quite easy and straight forward, perfect blog post … Continue reading Time series clustering with tslearn