I am working on anomaly detection problem. I have a sensor that records episodic time series data. For example, once in a while, the sensor activates for 10 seconds and records values at millisecond interval. My task is to identify whether the recorded pattern is not normal. In other words, I need to detect anomalies in that pattern compared to other recorded patterns.
What would be the state-of-the-art approaches to that?
After doing my own research, the following methods proven to work very well in practice: