Finding surprising patterns in a time series database in linear time and space
Proceedings of the eighth ACM SIGKDD international conference on Knowledge discovery and data mining
SSDBM '00 Proceedings of the 12th International Conference on Scientific and Statistical Database Management
Efficient Time Series Matching by Wavelets
ICDE '99 Proceedings of the 15th International Conference on Data Engineering
Towards parameter-free data mining
Proceedings of the tenth ACM SIGKDD international conference on Knowledge discovery and data mining
Approximations to Magic: Finding Unusual Medical Time Series
CBMS '05 Proceedings of the 18th IEEE Symposium on Computer-Based Medical Systems
Disk aware discord discovery: finding unusual time series in terabyte sized datasets
Knowledge and Information Systems
Efficient Detection of Discords for Time Series Stream
APWeb/WAIM '09 Proceedings of the Joint International Conferences on Advances in Data and Web Management
Discrete wavelet transform-based time series analysis and mining
ACM Computing Surveys (CSUR)
Faster and parameter-free discord search in quasi-periodic time series
PAKDD'11 Proceedings of the 15th Pacific-Asia conference on Advances in knowledge discovery and data mining - Volume Part II
Detection of variable length anomalous subsequences in data streams
International Journal of Intelligent Information and Database Systems
Time series discord discovery using WAT algorithm and iSAX representation
Proceedings of the Third Symposium on Information and Communication Technology
Finding time series discord based on bit representation clustering
Knowledge-Based Systems
Review: A review of novelty detection
Signal Processing
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The problem of finding anomaly has received much attention recently. However, most of the anomaly detection algorithms depend on an explicit definition of anomaly, which may be impossible to elicit from a domain expert. Using discords as anomaly detectors is useful since less parameter setting is required. Keogh et al proposed an efficient method for solving this problem. However, their algorithm requires users to choose the word size for the compression of subsequences. In this paper, we propose an algorithm which can dynamically determine the word size for compression. Our method is based on some properties of the Haar wavelet transformation. Our experiments show that this method is highly effective.