Distributed Anomaly Detection using MIDAS

[Shivin Srivastava]

Hi All,

I have recently been exploring MIDAS: an algorithm for Streaming Anomaly
Detection. A production level parallel and distributed implementation of
MIDAS should be quite useful to the industry. I feel that Flink is very
well-suited for the same as MIDAS deals with streaming data. If anyone is
interested to contribute/collaborate, please let me know. Currently, there
exist C++, Python, Ruby, Rust, R, and Golang implementations.

MIDAS repository: https://github.com/bhatiasiddharth/MIDAS
MIDAS paper: https://www.comp.nus.edu.sg/~sbhatia/assets/pdf/midas.pdf

Thanks!
Shivin