MAD on time series
Initially, you can approach time series anomaly detection just like a regular dataset. For example, you can take a univariate approach and fit MAD
to one of the time series columns.
pandas
and the MAD
estimator are already loaded for you.
This exercise is part of the course
Anomaly Detection in Python
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Load the Apple stocks dataset with a proper DatatimeIndex
apple = pd.read_csv(____)