Anomaly Detection In Time Series

Basic scenarios and methods

A time series is a sequence of numbers over time. Such as daily closing prices of a certain stock, or daily high temperatures in a particular location.

Anomalies in time series are values that are highly inconsistent with those expected around at those time points.

Anomaly detection has numerous use cases. Below is a small (and biased) sample.

• Identifying temperatures in a time series of historical data of daily high temperatures in a particular…