saxpy
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Anomaly Scores
Hi,
I am wondering how I can get an anomaly score for each point of a time series using the HOT SAX algorithm. Somehow, I do not know how to use the num_discords
parameter in the find_discords_brute_force
function. It cannot be known in advance, how many anomalies I have in a certain time series. In such cases it would be more helpful to have a anomaly score for each point (or for segments) of a time series...