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Automatic outlier detection for time series: an application to sensor data

Published: 01 February 2007 Publication History

Abstract

In this article we consider the problem of detecting unusual values or outliers from time series data where the process by which the data are created is difficult to model. The main consideration is the fact that data closer in time are more correlated to each other than those farther apart. We propose two variations of a method that uses the median from a neighborhood of a data point and a threshold value to compare the difference between the median and the observed data value. Both variations of the method are fast and can be used for data streams that occur in quick succession such as sensor data on an airplane.

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Chang I, Tiao GC, Chen C (1988) Estimation of time series parameters in the presence of outliers. Technometrics 30:193---204
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Pearson RK (2002) Data mining in the face of contaminated and incomplete records. In: Second SIAM conference on data mining, Arlington, VA
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Peña D (2001) Outliers, influential observations, and missing data. In: Peña D, Tiao GC, Tsay RS (eds) A course in time series analysis. Wiley, New York, pp 136---170
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Zhang S, Zhang C, Yang Q (2003) Data preparation for data mining. Appl Artif Intell 17:375---382
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  • (2021)Change point detection via multivariate singular spectrum analysisProceedings of the 35th International Conference on Neural Information Processing Systems10.5555/3540261.3542039(23218-23230)Online publication date: 6-Dec-2021
  • (2021)A Review on Outlier/Anomaly Detection in Time Series DataACM Computing Surveys10.1145/344469054:3(1-33)Online publication date: 17-Apr-2021
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Published In

cover image Knowledge and Information Systems
Knowledge and Information Systems  Volume 11, Issue 2
February 2007
127 pages

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Springer-Verlag

Berlin, Heidelberg

Publication History

Published: 01 February 2007

Author Tags

  1. Jaccard coefficient
  2. Outliers
  3. Sensor data
  4. Simulation
  5. Time series

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  • (2023)Auto-Validate by-History: Auto-Program Data Quality Constraints to Validate Recurring Data PipelinesProceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining10.1145/3580305.3599776(4991-5003)Online publication date: 6-Aug-2023
  • (2021)Change point detection via multivariate singular spectrum analysisProceedings of the 35th International Conference on Neural Information Processing Systems10.5555/3540261.3542039(23218-23230)Online publication date: 6-Dec-2021
  • (2021)A Review on Outlier/Anomaly Detection in Time Series DataACM Computing Surveys10.1145/344469054:3(1-33)Online publication date: 17-Apr-2021
  • (2020)Filtering Infrequent Behavior in Business Process Discovery by Using the Minimum ExpectationInternational Journal of Cognitive Informatics and Natural Intelligence10.4018/IJCINI.202004010114:2(1-15)Online publication date: 1-Apr-2020
  • (2020)DAS: Deep Autoencoder with Scoring Neural Network for Anomaly DetectionProceedings of the 2020 3rd International Conference on Algorithms, Computing and Artificial Intelligence10.1145/3446132.3446181(1-6)Online publication date: 24-Dec-2020
  • (2020)LRZ Convolution: An Algorithm for Automatic Anomaly Detection in Time-series DataProceedings of the 32nd International Conference on Scientific and Statistical Database Management10.1145/3400903.3400904(1-12)Online publication date: 7-Jul-2020
  • (2020)Trajectory Outlier DetectionACM Transactions on Management Information Systems10.1145/339963111:3(1-29)Online publication date: 21-Jun-2020
  • (2020)CRATOSProceedings of the 2020 European Symposium on Software Engineering10.1145/3393822.3432319(194-203)Online publication date: 6-Nov-2020
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  • (2018)Time series classification using MACD-histogram-based recurrence plotInternational Journal of Computational Intelligence Studies10.5555/3302649.33026517:3-4(192-213)Online publication date: 1-Jan-2018
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