Anomaly Detection in Streaming Nonstationary Temporal Data

DOI10.1080/10618600.2019.1617160OpenAlexW2904285708WikidataQ127837353 ScholiaQ127837353MaRDI QIDQ141797

Mario A. Muñoz, Priyanga Dilini Talagala, Rob J. Hyndman, Kate Smith-Miles, Sevvandi Kandanaarachchi, Priyanga Dilini Talagala, Sevvandi Kandanaarachchi, Rob Hyndman, Kate A. Smith-Miles, Mario Andrés Muñoz

Publication date: 24 June 2019

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2019.1617160

zbMATH Keywords

extreme value theorymultivariate time seriesconcept driftkernel-based density estimationoutlier detectionfeature-based time series analysis

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Anomaly Detection in High-Dimensional Data ⋮ Subset Multivariate Collective and Point Anomaly Detection ⋮ Leave-One-Out Kernel Density Estimates for Outlier Detection ⋮ On normalization and algorithm selection for unsupervised outlier detection ⋮ Dimension Reduction for Outlier Detection Using DOBIN ⋮ oddstream

Uses Software

• reshape
• ggplot2

Cites Work

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• Finding an Unknown Number of Multivariate Outliers
• Additive Outlier Detection Via Extreme-Value Theory
• SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
• A survey on concept drift adaptation
• Outlier Detection in Multivariate Time Series by Projection Pursuit

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