What do we want to achieve?
We want to train an AI agent or model that can do something like this,
Image source: Prepared by the author using this Pixabay image (Free to use)
Variances, anomalies, shifts
Little more specifically, we want to train an AI agent (or model) to identify/classify time-series data for,
anomaly frequencies (little or high fraction of anomalies)
anomaly scales (are the anomalies too far from the normal or close)
a positive or negative shift in the time-series data (in the presence of some anomalies)
But, we don’t want to complicate things
However, we don’t want to do a ton of feature engineering or learn complicated time-series algorithms (e.g.… Read more...