aeon-toolkit / aeon

A toolkit for machine learning from time series
https://aeon-toolkit.org/
BSD 3-Clause "New" or "Revised" License
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[ENH] Implement the MADRID anomaly detection algorithm #1710

Open TonyBagnall opened 1 week ago

TonyBagnall commented 1 week ago

Describe the feature or idea you want to propose

the MERLIN AD detector was introduced in https://github.com/aeon-toolkit/aeon/pull/1343 according to the author, "While I am proud of MERLIN, MADRID does the same thing, but 10 to 1000 times faster, and it is hyper anytime."

Describe your proposed solution

implement the algorithm described here https://ieeexplore.ieee.org/document/10415747

Describe alternatives you've considered, if relevant

No response

Additional context

No response