Evaluation metrics for anomaly detection algorithms in time-series

DOI10.2478/AUSI-2019-0008zbMATH Open1439.62193OpenAlexW3001395944WikidataQ126308555 ScholiaQ126308555MaRDI QIDQ2178735FDOQ2178735

Authors: György Kovács, Gheorghe Sebestyen, Anca Hangan 

Publication date: 11 May 2020

Published in: Acta Universitatis Sapientiae. Informatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/ausi-2019-0008

Recommendations

• Outlier detection for temporal data
• Multi-scale anomaly detection algorithm based on infrequent pattern of time series
• Time series anomaly detection based on fuzzy dynamic Markov model
• Fuzzy recognition of anomalies in time series
• Exact variable-length anomaly detection algorithm for univariate and multivariate time series

zbMATH Keywords

classificationtime seriesanomaly detectionevaluation metrics

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• A periodogram-based metric for time series classification

Cited In (1)

• Novel semi-metrics for multivariate change point analysis and anomaly detection

Uses Software

• TDSL
• TSDL

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