1 code implementation • 13 Aug 2020 • Erik Scharwächter, Emmanuel Müller
Although precision and recall are standard performance measures for anomaly detection, their statistical properties in sequential detection settings are poorly understood.
1 code implementation • ICLR 2021 • Erik Scharwächter, Jonathan Lennartz, Emmanuel Müller
We build on recent advances in learning continuous warping functions and propose a novel family of warping functions based on the two-sided power (TSP) distribution.
1 code implementation • 30 Apr 2020 • Erik Scharwächter, Emmanuel Müller
We propose a novel statistical methodology to measure, test and visualize the systematic association between rare events and peaks in a time series.
1 code implementation • 31 Jan 2020 • Erik Scharwächter, Emmanuel Müller
Unfortunately, it is often non-trivial to select both a time series that is informative about events and a powerful detection algorithm: detection may fail because the detection algorithm is not suitable, or because there is no shared information between the time series and the events of interest.