[ENH] Add DL anomaly detection algorithms: USAD #1634
Labels
anomaly detection
Anomaly detection package
API design
API design & software architecture
deep learning
Deep learning related
enhancement
New feature, improvement request or other non-bug code enhancement
implementing algorithms
Implementing new algorithms/estimators
Describe the feature or idea you want to propose
Audibert et al. proposed a DL-based anomaly detection algorithm for multivariate time series in https://doi.org/10.1145/3394486.3403392. We should include this algorithm in aeon.
There is currently no corresponding implementation in TimeEval. A community implementation can be found here: https://github.com/manigalati/usad
Describe your proposed solution
Describe alternatives you've considered, if relevant
No response
Additional context
No response
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