ontime-re / ontime

Your library to work with time series
Apache License 2.0
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Add an implementation of a VAE for time series #38

Closed JunodCharlie closed 9 months ago

JunodCharlie commented 10 months ago

Add a Variational Auto Encoder for anomaly detection to the models. While VAEs are fairly common, they are not often used with time series. Providing such a model would be greatly beneficial.

To do: