Engineering Alpha

Engineering Alpha

Mastering Anomaly Detection in Python

A Comprehensive Guide to Isolation Forests: Detecting Anomalies in Time Series

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Dec 24, 2024
∙ Paid

Anomalies, also known as outliers, are data points or patterns in time series data that deviate significantly from the expected or normal behavior. These deviations can be caused by various factors, such as errors in data collection, equipment failures, or unexpected events.

In this article, we will delve deeper into the workings of isolation forests, ex…

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