Holst, Anders (Swedish Institute of Computer Science) | Bohlin, Markus (Swedish Institute of Computer Science) | Ekman, Jan (Swedish Institute of Computer Science) | Sellin, Ola (Bombardier Transportation) | Lindström, Björn (Addiva Consulting AB) | Larsen, Stefan (Addiva Eduro AB)
We have developed a method for statistical anomaly detection which has been deployed in a tool for condition monitoring of train fleets. The tool is currently used by several railway operators over the world to inspect and visualize the occurrence of event messages generated on the trains. The anomaly detection component helps the operators to quickly find significant deviations from normal behavior and to detect early indications for possible problems. The savings in maintenance costs comes mainly from avoiding costly breakdowns, and have been estimated to several million Euros per year for the tool. In the long run, it is expected that maintenance costs can be reduced with between 5 and 10 % by using the tool.
This abstract proposes a time series anomaly detector which 1) makes no assumption about the underlying mechanism of anomaly patterns, 2) refrains from the cumbersome work of threshold setting for good anomaly detection performance under specific scenarios, and 3) keeps evolving with the growth of anomaly detection experience. Essentially, the anomaly detector is powered by the Recurrent Neural Network (RNN) and adopts the Reinforcement Learning (RL) method to achieve the self-learning process. Our initial experiments demonstrate promising results of using the detector in network time series anomaly detection problems.
This article is inspired by the research done during studies in the university. Goal of this article is to act as a note and reminder that finding anomalies is not a trivial task (currently). Anomaly detection refers to the task of finding observations that do not conform to the normal, expected behaviour. These observations can be named as anomalies, outliers, novelty, exceptions, surprises in different application domains. The most popular terms that occur most often in literature are anomalies and outliers.
The Numenta Anomaly Benchmark (NAB) is an open-source dataset and scoring methodology designed for evaluating anomaly detection algorithms for real-world streaming analytics. Entries are due by July 1st. We designed NAB to be useful for the research community; everything is open-source and it's easy to run your anomaly detection algorithms on NAB (in any language).
At Statsbot, we're constantly reviewing the landscape of anomaly detection approaches and refinishing our models based on this research. This article is an overview of the most popular anomaly detection algorithms for time series and their pros and cons. This post is dedicated to non-experienced readers who just want to get a sense of the current state of anomaly detection techniques. Not wanting to scare you with mathematical models, we hid all the math under referral links. Anomaly detection problem for time series is usually formulated as finding outlier data points relative to some standard or usual signal.