6
$\begingroup$

I aim to have some anomaly detection process on my data but Weka, Rapidminer or Knime do not support anomaly detection algorithms. How would I take care of the process?

$\endgroup$
4
$\begingroup$

Use ELKI. It not only has tons of anomaly detection algorithms (they call them "outlier detection" though), but it also is significantly faster than the others, in particular when you used indexes.

$\endgroup$
2
  • 1
    $\begingroup$ but Anony , ELKI dont have any outlier detection algorithm in time series domain. they are almost all work for clustering high dimensional data , not for time series data. Erogol want outlier detection algorithm in time series domain. Which in fact, i am also figuring out , so Erogol , have have you found any algorithm in time series domain. Thanks $\endgroup$ – sash Jul 15 '13 at 15:08
  • $\begingroup$ Where is "time series" in his question? $\endgroup$ – Has QUIT--Anony-Mousse Jul 16 '13 at 8:18
3
$\begingroup$

For Venturini's (2011) outlier detection method Washer, its inventor published an R implementation here and an R package here.

Venturini, A. (2011). Time Series Outlier Detection: A New Non Parametric Methodology (Washer). Statistica 71: 329-344.

$\endgroup$
1
  • 1
    $\begingroup$ @ Dr Jochen L. Leidner -its considered good form to post some details of any links you supply, so that the answer can remain useful even if the link is broken. Welcome to the site $\endgroup$ – richiemorrisroe Nov 14 '12 at 18:54
1
$\begingroup$

R has a full task view listing the major implementations.

$\endgroup$
0
$\begingroup$

AUTOBOX http://www.autobox.com/cms/ has a selection of anomaly detection procedures including Pulse , Level/Step Shift, Time Trends ans Seasonal Pulses. These are available for both ARIMA and Transfer Function Models (XARMAX). One can specify both level of confidence and the minimum size of the anomaly that one wishes to identify. The user can also specify the minimum # of required values in a level shift. There is an R version of AUTOBOX. A distinguishing feature of AUTOBOX is that it can detect anomalies without the user having to specify a model.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.