libmaxdiv | Maximally Divergent Intervals algorithm for Anomaly | Predictive Analytics library

libmaxdiv is a C++ library typically used in Analytics, Predictive Analytics applications. libmaxdiv has no bugs, it has no vulnerabilities, it has a Weak Copyleft License and it has low support. You can download it from GitHub.

The Maximally Divergent Intervals (MDI) Algorithm can be used to detect anomalous intervals (as opposed to anomalous points) in multi-variate spatio-temporal time-series. A description of the algorithm along with a variety of application examples can be found in the following article:. An efficient C++ implementation called libmaxdiv is provided in maxdiv/libmaxdiv and may be used stand-alone. If it has been built in maxdiv/libmaxdiv/bin, it will be used automatically by the GUI and the maxdiv function in the maxdiv.maxdiv Python package. See [maxdiv/libmaxdiv/README.md] maxdiv/libmaxdiv/README.md) for build instructions. Otherwise, the pure Python implementation of the MDI algorithm will be used, which is not recommended, since it is extremely slow and lacks some features such as support for spatial data. The directories experiments and tools contain some benchmarks, experiments and scripts we’ve been using for development and evaluation of the algorithm; for example, detecting severe North Sea storms like the Hamburg-Flut shown below. You don’t need those directories if you just want to use libmaxdiv. More examples of what can be done with the MDI algorithm can be found on the [project page] and in the article mentioned above.