From fcaa1f565614762a407d6c0f156783625f6f5b12 Mon Sep 17 00:00:00 2001 From: Li Dan <37837381+LiDan456@users.noreply.github.com> Date: Wed, 9 Jan 2019 10:41:49 +0800 Subject: [PATCH] Add files via upload --- README.md | 32 +++++++++++++++++++++++++++++++- 1 file changed, 31 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 8032bdc..96c5bdd 100644 --- a/README.md +++ b/README.md @@ -1 +1,31 @@ -# Multivariate Anomaly Detection for Time Series Data with GANs +# -- Multivariate Anomaly Detection for Time Series Data with GANs -- # + +# MAD-GAN + +This repository contains code for the paper, _[Anomaly Detection with Generative Adversarial Networks for Multivariate Time Series](https://arxiv.org/pdf/1809.04758.pdf)_, by Dan Li, Dacheng Chen, Jonathan Goh, and See-Kiong Ng. + +## Overview + +We used generative adversarial networks (GANs) to do anomaly detection for time series data. +The GAN framework was **R**GAN that taken from the paper, _[Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs](https://arxiv.org/abs/1706.02633). +Please refer to https://github.com/ratschlab/RGAN for the original code. + +## Quickstart + +- Python3 + +- To train the model: + $ cd MAD-GAN-master + $ python RGAN.py --settings_file kdd99 + +- To do anomaly detection: + $ cd MAD-GAN-master + $ python AD.py --settings_file kdd99_test + $ python AD_Invert.py --settings_file kdd99_test + +## Data + +We apply our method on the SWaT and WADI datasets in the paper, however, we didn't upload the data in this repository. Please refer to https://itrust.sutd.edu.sg/ and send request to iTrust is you want to try the data. + +In this repository we used kdd cup 1999 dataset as an example. You can also down load the original data at http://kdd.ics.uci.edu/databases/kddcup99/kddcup99.html +