Added transformer and detector on rolling cross correlation

arundo / adtk

A Python toolkit for rule-based/unsupervised anomaly detection in time series

https://adtk.readthedocs.io

Mozilla Public License 2.0

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Open tailaiw-ghost opened 4 years ago

tailaiw-ghost commented 4 years ago

In this PR, we added adtk.transformer.RollingCrossCorrelation and adtk.detector.CrossCorrelationAD.