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This library is an extension of research work previously published at KDD'17 conference. If libspot contributes to a project that leads to a scientific publication, please acknowledge this fact by citing the publication:

Cite

Siffer, A. , Fouque, P. A., Termier, A., & Largouet, C. (2017, August). Anomaly Detection in Streams with Extreme Value Theory. In Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (pp. 1067-1075). ACM.

Here is the BibTeX record:

@inproceedings{siffer2017anomaly,
  title={Anomaly detection in streams with extreme value theory},
  author={Siffer, Alban and Fouque, Pierre-Alain and Termier, Alexandre and Largouet, Christine},
  booktitle={Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining},
  pages={1067--1075},
  year={2017}
}