[ENH] Add DL anomaly detection algorithms: LSTM-AD

[SebastianSchmidl]

Describe the feature or idea you want to propose

Add LSTM-AD as an anomaly detector to aeon. Reference paper: http://www.elen.ucl.ac.be/Proceedings/esann/esannpdf/es2015-56.pdf

Describe your proposed solution

• TimeEval implementation: https://github.com/TimeEval/TimeEval-algorithms/tree/main/lstm_ad
• there is no reference implementation

Describe alternatives you've considered, if relevant

No response

Additional context

No response

[itsdivya1309]

Hi, could you please provide a link to the paper? The above link seems to be broken.

[SebastianSchmidl]

Sorry, the paper was moved to a "legacy"-URL 🤷🏼 : https://www.esann.org/sites/default/files/proceedings/legacy/es2015-56.pdf

This is the reference:

Malhotra, Pankaj, Lovekesh Vig, Gautam Shroff, and Puneet Agarwal. “Long Short Term Memory Networks for Anomaly Detection in Time Series.� In Proceedings of the European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning (ESANN), Vol. 23, 2015.