
I plan to maintain this tutorial until at least 2028. As
such I welcome corrections and suggestions.
- The tutorial in PowerPoint is here (this is a unfinished draft, but you are welcome to preview it)
- The tutorial in PDF is here. Note that handful of animations in the PowerPoint will not work in PDF.
- The datasets used in the tutorial are here.
Some useful materials
- An explanation as to why most time series anomaly detection research is wrong [PDF, PowerPoint], with a review of the most commonly used datasets.
- Three two-minite videos to support "most time series anomaly detection research is wrong"
- A 30-minute talk on Irrational Exuberance Why we should not believe 95% of papers on Time Series Anomaly Detection.
- A tutorial on DTW (with Mueen) is here.
- A tutorial on the Matrix Profile (with Mueen) is here, Part1 and Part2.
- A short video gallery of interesting time series anomalies
- A short video gallery of interesting time series motifs
- The Matrix Profile Webpage