anomaly detection

Outlier Detection Toolbox in MATLAB

As a part of my M.Sc. thesis I have been developing an outlier detection toolbox in MATLAB.
Implemented methods are;

  • ActiveOutlier
  • Local Outlier Factor
  • Feature Bagging
  • Parzen Windows
  • Decision Tree

I will be providing more detail on the algorithms in a later post.
You can get the source code from my bitbucket account here, it includes a script that shows how to run the algorithms. I have also written a small document that gives more detail and explains the data set format. You can get the document from here.

Here is a link to my thesis if anyone is interested.