Creating anomaly detection using machine learning

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I'm very impressed from the new x-pack ML of the elastic stack. It seems their technique learns data patterns over time and can predict anomalies in multiple domains.

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I was wondering what approach and network topology could be used, in order to create a similar feature. Is it fair to assume that since x-pack works on time series data, RNN would be a good start?

Interested in your opinions and references.

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