Article,

Variational Inference for On-line Anomaly Detection in High-Dimensional Time Series

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(2016)cite arxiv:1602.07109.

Abstract

Approximate variational inference has shown to be a powerful tool for modeling unknown, complex probability distributions. Recent advances in the field allow us to learn probabilistic sequence models. We apply a Stochastic Recurrent Network (STORN) to learn robot time series data. Our evaluation demonstrates that we can robustly detect anomalies both off- and on-line.

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