/Time-Series-Anomaly-Detection

Deep Learning model using keras on S&P_500_Index_Data to detect anomalies

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Time-Series-Anomaly-Detection

Deep Learning model using keras on S&P_500_Index_Data to detect anomalies. How? 1- train Autoencoder network on data woth no anomalies 2- take a new data poit and try to reconstruct it by the Auroencoder => if the reconstruction error of the new data point is above a threshold we set then we set this data point as an anomaly