Linked Questions
30 questions linked to/from Simple algorithm for online outlier detection of a generic time series
3
votes
1
answer
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Median absolute deviation only can be used for anomaly detection for time series without a trend?
I think MAD only can be used to detect anomalies for time series without a trend because it relies only a stable median to detect anomalies. It should be OK for time series with seasonality. Just seek ...
- 887
4
votes
4
answers
2k
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High-Frequency Time-Series Forecast With A Lower Bound
I am helping a friend with a data project. He's interested in building a canary-in-the-coal-mine alert system for his website which tells him when the number of users dips below some critical lower ...
- 33.5k
10
votes
2
answers
1k
views
Need advice on change point (step) detection
I have a time series with lots of steps/jumps (data file here). A plot is given below. I would like to subtract an appropriate value for each of these square wave features to bring them back down to ...
- 271
2
votes
1
answer
2k
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Outlier detection in ARIMA model with R
After fitting my time series with an ARIMA model, I want to test outliers in the residuals' series. Are there any functions in R that could do this test and furtherly test whether the outlier is ...
- 61
3
votes
1
answer
2k
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Simple algorithm for online outlier detection of a generic time series II: Daily cycle within annual
I have several years of sensor data (temperature and relative humidity) that records every 1/2 hour. When the sensor dies, it often starts throwing bad data mixed in with good data before it dies ...
- 325
1
vote
1
answer
2k
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How can I calculate the stability of my dataset?
Forgive my ignorance, I am not a mathematician or statistician. I'll try to explain as clearly as I can.
I have a dataset (image below). The data represents delays of some signal over time. The large ...
- 245
2
votes
0
answers
2k
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Outlier detection in time series data
I checked different questions on similar topics, but none were exactly the answer I wanted and I am confused.
I am working with big data, the data has a bursty nature with high frequency.
I ...
- 41
3
votes
0
answers
873
views
Outlier detection of an unevenly spaced time series
I found the Rob H answer to this question very interesting and works pretty well. However, I also would like to apply this methodology to an unevenly spaced time series like the following:
...
- 213
1
vote
1
answer
409
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Boxplot Outliers
I'm looking for outliers in a non-normally distributed dataset:
n: 1,900
Mean: 2,738
StDev: 1,544
Min: 1
Max: 22,102
Anderson-darling: 40
P < 0.005
The boxplot shows the outliers in one ...
- 315
4
votes
1
answer
265
views
Testing for a drop in bookings
We're developing real-time alerts for fine-grained (every 5 minutes) time series bookings data, and I'm looking for the best approach to doing this. Idea is that if over the past 10–15 minutes (say) ...
user11284
1
vote
0
answers
419
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Detect periodes of irregular patterns in time series data
This plot shows hourly time series data of a households power usage. The house is only occupied for short periods.
What simple alg. or technique can I use to find the start of these irregularities?
...
- 145
2
votes
0
answers
344
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How to detect a relatively small level shift(leakage) in an hourly water flux time series in an area?
Background
I'm working on a project which aims to use the history data about a water flux to detect whether there is a leakage happened. The data is hourly collected and among about 4 months.
I've ...
- 21
1
vote
1
answer
156
views
Removing outliers at the start when there are multiple ANOVA and correlational analyses in a single results section [duplicate]
I would be grateful for opinion on which of the two options below (or an alternative) is best:
Summary of study: In a single results section, different ANOVAs are run on the different metrics – raw ...
- 13
0
votes
0
answers
124
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Real-time anomaly detection for online time -series
I am new to the anomaly detection world and am dealing with a project to detect real-time anomalies for a time-series in a fraud detection schema. I read the answer by Rob Hyndman here and like the ...
- 51
1
vote
1
answer
103
views
Fix wrong data coming from a sensor
I have data coming from a sensor that I store in a time serie.
When I graph them, I obtain:
These data are supposed to be "continuous", like temperatures, not going up and down so fast.
After ...
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