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  3. Anomaly Detection in Python

Exercise

Isolation Forest on time series

If you want to use all the information available, you can fit a multivariate outlier detector to the entire dataset. The multivariate approach also enables you to extract more features from time series to enhance model performance.

Practice creating new features from a DatetimeIndex and fitting an outlier detector on them using the apple dataset, which has already been loaded with a DatetimeIndex.

Also, recall the random_state parameter, which can be used to generate reproducible results.

Instructions 1/4

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  • Create three new features, day_of_week, month and day_of_month from the DatetimeIndex.