GitHub - tnilanon/granger-anomaly-detection

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
L1_Minimization		L1_Minimization
TE_process		TE_process
lasso		lasso
shotgun_CMU		shotgun_CMU
Lasso2LambdaShooting.m		Lasso2LambdaShooting.m
Parallel_L1_Minimization		Parallel_L1_Minimization
TE_test_script.m		TE_test_script.m
granger_anomaly_detection.m		granger_anomaly_detection.m
granger_stoc_anomaly_detection.m		granger_stoc_anomaly_detection.m
myAnomalyScore.m		myAnomalyScore.m
myLassoRefShooting.m		myLassoRefShooting.m
readme.txt		readme.txt
test_StocMethods.m		test_StocMethods.m

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************************************************************
* Code for anomaly detection using Granger graphical models*
* by Huida Qiu                                             *
************************************************************

granger_anomaly_detetion.m and granger_stoc_anomaly_detection.m are the main functions. The latter one uses stochastic methods for L1-regularized regression.

The other functions and packages are required in these two main functions.

TE_test_script.m and test_StocMethods.m show examples how to use the functions.