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#1 TODS: An Automated Time Series Outlier Detection System [PDF] [Copy] [Kimi]

Authors: Kwei-Herng Lai ; Daochen Zha ; Guanchu Wang ; Junjie Xu ; Yue Zhao ; Devesh Kumar ; Yile Chen ; Purav Zumkhawaka ; Minyang Wan ; Diego Martinez ; Xia Hu

We present TODS, an automated Time Series Outlier Detection System for research and industrial applications. TODS is a highly modular system that supports easy pipeline construction. The basic building block of TODS is primitive, which is an implementation of a function with hyperparameters. TODS currently supports 70 primitives, including data processing, time series processing, feature analysis, detection algorithms, and a reinforcement module. Users can freely construct a pipeline using these primitives and perform end- to-end outlier detection with the constructed pipeline. TODS provides a Graphical User Interface (GUI), where users can flexibly design a pipeline with drag-and-drop. Moreover, a data-driven searcher is provided to automatically discover the most suitable pipelines given a dataset. TODS is released under Apache 2.0 license at https://github.com/datamllab/tods. A video is available on YouTube (https://youtu.be/JOtYxTclZgQ)