What libraries I can use for Anomaly detection in Time-series data in Python?

Question

I am working with data that consists of two variables:

1. Date-Time (in 15minutes intervals)
2. Demand

With these variables, I need to build a model to train the data in detecting anomalies in the data. Currently, I am using Pandas but are there any other libraries that I might use?

Answer 1

The Python libraries pyod, pycaret, fbprophet, and scipy are good for automating anomaly detection.

There is a good article on how to do a variety of anomaly detection exercises on a sample dataset from Expedia. Although it isn't explained in the article, the author used the Pandas library to load and analyze time series data. This is a good article to make sure you better understand some of the capabilities of the library that you are already using for anomaly detection.

Another good article uses Pandas for the time series data and uses additional libraries for anomaly detection analysis. I found this article useful when starting out since it uses Faker and NumPy to create fake data, so it is easy to duplicate the tests in the article.