1
$\begingroup$

I want to get ideas of how to approach this problem and what is the different effect of each one.

Assume you have a set of time series (several variables measured always at the same time) and you want to detect anomalies in these time series.

Assuming each time series varies slowly in time, so changes are seen as a smooth variation in the observations, how would I develop a system to detect anomalies?

But now let me assume instead that the time series varies faster than our measurement of them. Changes are discontinuous. Does this change the answer?

I would really appreciate it if you can give me feedback as I am new to anomaly detection.

Improve this question
$\endgroup$
1
  • $\begingroup$ Can you provide some data or plots that illustrates anomalies versus normal? $\endgroup$
    – Jon Nordby
    Aug 19, 2022 at 14:07

1 Answer 1

Reset to default
1
$\begingroup$

Your question is a little underspecified. However, it seems that the left Matrix-Profile could solve this: see [a]. Moreover, it is easy to implement, incredibly fast, and parameter light.

[a] https://www.cs.ucr.edu/~eamonn/DAMP_long_version.pdf

Improve this answer
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

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