Multi-scale anomaly detection algorithm based on infrequent pattern of time series

  • Authors:
  • Xiao-yun Chen;Yan-yan Zhan

  • Affiliations:
  • College of Mathematics and Computer Science, Fuzhou University, Fuzhou 350002, China;College of Mathematics and Computer Science, Fuzhou University, Fuzhou 350002, China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

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Abstract

In this paper, we propose two anomaly detection algorithms PAV and MPAV on time series. The first basic idea of this paper defines that the anomaly pattern is the most infrequent time series pattern, which is the lowest support pattern. The second basic idea of this paper is that PAV detects directly anomalies in the original time series, and MPAV algorithm extraction anomaly in the wavelet approximation coefficient of the time series. For complexity analyses, as the wavelet transform have the functions to compress data, filter noise, and maintain the basic form of time series, the MPAV algorithm, while maintaining the accuracy of the algorithm improves the efficiency. As PAV and MPAV algorithms are simple and easy to realize without training, this proposed multi-scale anomaly detection algorithm based on infrequent pattern of time series can therefore be proved to be very useful for computer science applications.