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Looked at several review articles about models for the time series classification problem, for example this one
Or this review
There is no favorite for this task; models are often implemented for a specific domain. Therefore, it is proposed to deal with one of the libraries for time series, in which there are an implementation of several classes of models, in order to try them on our data without changing the code for different models much.
A list of libraries for time series can be found here
Also you can look at this library
May be try to work with the sktime library as the library with the highest rating on github.
P.S. Found a small course on finding anomalies in time series in Russian language link
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