primitive-anomaly-detection

A primitive anomaly detection system for credit card transactions. You are provided with a .csv file which mimics a real-time credit card purchase feed. The transactions have the following format: AccountId, MerchantId, TransactionAmount

Notice that sometimes there is data corruption, and a meaningless extra column might appear.

Your goal is to flag up anomalous transactions in real-time for further inspection by an expert. You decided to approach this problem by quantifying how much an incoming transaction deviates from the typical transaction for the customer in question.