Joint Selective State Space Model and Detrending for Robust Time Series Anomaly Detection

This respository is the official implementation of "Joint Selective State Space Model and Detrending for Robust Time Series Anomaly Detection" for SPL 2024.

Installation

Run

pip install -r requirements.txt

to install the required packages.

Data Preparation

Download the datasets (datasets.zip) here: [datasets.zip)]

Unzip the datasets into ./datasets directory:

unzip -d ./ datasets.zip

Train model and detect

Run

bash run.sh

Results are stored in ./result.

Results

Citing

If you found this code helpful, please consider citing it as follows:

@ARTICLE{10623192,
  author={Chen, Junqi and Tan, Xu and Rahardja, Sylwan and Yang, Jiawei and Rahardja, Susanto},
  journal={IEEE Signal Processing Letters}, 
  title={Joint Selective State Space Model and Detrending for Robust Time Series Anomaly Detection}, 
  year={2024},
  volume={31},
  number={},
  pages={2050-2054},
  doi={10.1109/LSP.2024.3438078}}