sGMRFmix: Sparse Gaussian Markov Random Field Mixtures for Anomaly Detection
Koji Makiyama · 2018
An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) . It provides a novel anomaly detection method for multivariate noisy sensor data. It can automatically handle multiple operational modes. And it can also compute variable-wise anomaly scores.