Evaluation metrics for anomaly detection algorithms in time-series

DOI10.2478/AUSI-2019-0008MaRDI QIDQ2178735zbMATH OpenOpenAlexWikidataFDO

Authors György Kovács, Gheorghe Sebestyen, Anca Hangan

Publication date 11 May 2020

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

zbMATH Keywords

anomaly detectionclassificationevaluation metricstime series

Mathematics Subject Classification ID

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

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

Cites work

• A periodogram-based metric for time series classification

Cited in

(1)

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

Describes a project that uses

Uses Software

• TSDL
• TDSL

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