Hello, i'm studying this algorithm for my thesis and I want to extend the support of this method also for multivariate time series.
Is there already a working project or not? You have some hints for that? I think that a very trivial starting point is to apply the fourier transform to each feature and then calculate the spectral residual.
Hello, i'm studying this algorithm for my thesis and I want to extend the support of this method also for multivariate time series.
Is there already a working project or not? You have some hints for that? I think that a very trivial starting point is to apply the fourier transform to each feature and then calculate the spectral residual.