Subset Multivariate Collective and Point Anomaly Detection

DOI10.1080/10618600.2021.1987257MaRDI QIDQ5084455zbMATH OpenOpenAlexFDO

Authors Alexander T. M. Fisch, Idris Eckley, Paul Fearnhead

Publication date 24 June 2022

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1909.01691

zbMATH Keywords

copy number variationsdynamic programmingepidemic changepointsoutliersrobust statistics

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A computationally efficient nonparametric approach for changepoint detection
• Anomaly Detection in High-Dimensional Data
• Anomaly Detection in Streaming Nonstationary Temporal Data
• Bayesian detection of abnormal segments in multiple time series
• Changepoint Detection in the Presence of Outliers
• Circular binary segmentation for the analysis of array-based DNA copy number data
• Detecting simultaneous change points in multiple sequences
• High dimensional change point estimation via sparse projection
• High-dimensional change-point detection under sparse alternatives
• Least-squares estimation of an unknown number of shifts in a time series
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
• On Bayesian new edge prediction and anomaly detection in computer networks
• Optimal detection of changepoints with a linear computational cost
• Optimal detection of heterogeneous and heteroscedastic mixtures
• Optimal sparse segment identification with application in copy number variation analysis
• Post‐selection inference for changepoint detection algorithms with application to copy number variation data
• Simultaneous discovery of rare and common segment variants
• Structural Break Estimation for Nonstationary Time Series Models
• Wild binary segmentation for multiple change-point detection

Cited in

(5)

• Real Time Anomaly Detection And Categorisation
• anomaly
• Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring
• Collective Anomaly Detection in High-Dimensional Var Models
• Changepoint detection on a graph of time series

Describes a project that uses

Uses Software

• InspectChangepoint
• PeakSeg
• wbs

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