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Univariate Time Series Anomaly Labelling Algorithm
University of Borås, Faculty of Librarianship, Information, Education and IT. (CSL@BS)ORCID iD: 0000-0002-9685-7775
2020 (English)In: Machine Learning, Optimization, and Data Science / [ed] Nicosia, Giuseppe; Ojha, Varun; La Malfa, Emanuele; Jansen, Giorgio; Sciacca, Vincenzo; Pardalos, Panos; Giuffrida, Giovanni; Umeton, Renato, Cham.: Springer Publishing Company, 2020, p. 586-599Conference paper, Published paper (Refereed)
Sustainable development
According to the author(s), the content of this publication falls within the area of sustainable development.
Abstract [en]

Unsupervised anomaly detection in an n-length univariate time series often comes with high risk. Anomaly contextual dependencies limit the application of binary classification methods. Analyzing the statistical features of data may help enrich the context of anomaly detection. This article proposes a quadratic time algorithm for analyzing possible anomalies in the context of unsupervised learning. Detection of possible anomalies uses Median Absolute Deviation on the residual of a univariate time series. Computation of residuals uses robust STL (Seasonal and Trend decomposition using Loess). Experiments on three datasets (Yahoo, NUMENTA NAB and district-heating substation power profiles) show the ability of the algorithm to enrich anomalies by associating labels such as Certainty, Uncertainty, and Probable, with the probable class indicating a need to further process the anomalies.

Place, publisher, year, edition, pages
Cham.: Springer Publishing Company, 2020. p. 586-599
Keywords [en]
Univariate time series, Anomaly, Labelling, District heating, Robust
National Category
Computer and Information Sciences
Research subject
Business and IT
Identifiers
URN: urn:nbn:se:hb:diva-24920DOI: 10.1007/978-3-030-64580-9_48Scopus ID: 2-s2.0-85101391965ISBN: 978-3-030-64580-9 (electronic)ISBN: 978-3-030-64579-3 (print)OAI: oai:DiVA.org:hb-24920DiVA, id: diva2:1524881
Conference
Machine Learning, Optimization, and Data Science, Siena, Italy, 19-23 July, 2020.
Projects
Data Analytics for Fault Detection in District Heating (DAD)
Funder
Knowledge Foundation, 20170182Available from: 2021-02-02 Created: 2021-02-02 Last updated: 2024-02-01Bibliographically approved

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Mbiydzenyuy, Gideon

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CiteExportLink to record
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Citation style
  • harvard-cite-them-right
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  • ieee
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  • de-DE
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  • sv-SE
  • Other locale
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Output format
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