Saved in:
Bibliographic Details
Main Authors: Fisch, Alex, Grose, Daniel, Eckley, Idris A., Fearnhead, Paul, Bardwell, Lawrence
Format: Preprint
Published: 2020
Subjects:
Online Access:https://arxiv.org/abs/2010.09353
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866909085552607232
author Fisch, Alex
Grose, Daniel
Eckley, Idris A.
Fearnhead, Paul
Bardwell, Lawrence
author_facet Fisch, Alex
Grose, Daniel
Eckley, Idris A.
Fearnhead, Paul
Bardwell, Lawrence
contents One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users with a choice of anomaly detection methods and, in particular, provides an implementation of the recently proposed Collective And Point Anomaly family of anomaly detection algorithms. This article describes the methods implemented whilst also highlighting their application to simulated data as well as real data examples contained in the package.
format Preprint
id arxiv_https___arxiv_org_abs_2010_09353
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle anomaly : Detection of Anomalous Structure in Time Series Data
Fisch, Alex
Grose, Daniel
Eckley, Idris A.
Fearnhead, Paul
Bardwell, Lawrence
Applications
One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users with a choice of anomaly detection methods and, in particular, provides an implementation of the recently proposed Collective And Point Anomaly family of anomaly detection algorithms. This article describes the methods implemented whilst also highlighting their application to simulated data as well as real data examples contained in the package.
title anomaly : Detection of Anomalous Structure in Time Series Data
topic Applications
url https://arxiv.org/abs/2010.09353