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In our increasingly digital and interconnected society, time series data is one of the most prevalent forms of information. Detecting anomalies and explaining them is important to understanding unseen and valuable phenomena of temporal nature. This project will investigate how causal graphs learned from multivariate time series data can be used for explainable anomaly detection. The thesis work includes: 1) a literature review of SOTA explainable anomaly detection; 2) an explainable anomaly detection method based on causal graphs; and 3) a case study on real-world problems.
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