Implementation of Peaks-over-Threshold algorithms, including POT, Stream POT (SPOT), and SPOT with Drift (DSPOT).
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Updated
Feb 20, 2025 - Python
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peak-over-threshold
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In the presence of black swan events, an auto-encoder trained on normal data will fail to reconstruct them accurately, resulting in abnormally high residual errors. These errors can be modeled by POT to flag potential anomalous events or black swans.
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Updated
Oct 28, 2025 - Python
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