Outlier detection in time series: Random Projection Outlier Ensemble

This code is used to test the Random Projection Outlier Ensemble introduced as part of my Master Thesis. The report can be found in Thesis_Report_RPOE.pdf.

For a more straightforward explanation of the method and findings with visual aids, check out The Random Projection Outlier Ensemble.pptx.

Usage example

To run the code first install all requirements listed in requirement.txt.

The main file to run to code is in ensemble.py.