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 Spark is very well-suited for the same. 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
