(Unoffical) Implementation of THOC model : Lifeng Shen, Zhuocong Li, James T. Kwok: Timeseries Anomaly Detection using Temporal Hierarchical One-Class Network. NeurIPS 2020.

If you have noticed errors in implementing, or found better hyperparamters/scores, plz let me know via github issues, pull request, or whatever communication tools you'd prefer.

touch secret.py < echo "WANDB_API_KEY={your_wandb_api_key}" # this repo utilizes wandb.
sh script.sh {gpu1} {gpu2} {gpu3} {gpu4}

wandb sweep hptune/{data_name}.yaml
CUDA_VISIBLE_DEVICES={gpu_id} wandb agent {sweep_id}

THOC uses F1-PA metrics for evaluation: