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.
System states that are anomalous from the perspective of a domain expert occur frequently in some anomaly detection problems. The performance of commonly used unsupervised anomaly detection methods may suffer in that setting, because they use frequency as a proxy for anomaly. We propose a novel concept for anomaly detection, called relative anomaly detection. It is tailored to be robust towards anomalies that occur frequently, by taking into account their location relative to the most typical observations. The approaches we develop are computationally feasible even for large data sets, and they allow real-time detection. We illustrate using data sets of potential scraping attempts and Wi-Fi channel utilization, both from Google, Inc.
Ever since the rise of big data enterprises of all sizes have been in a state of uncertainty. Today we have more data available than ever before, but few have been able to implement the procedures to turn this data into insights. To the human eye, there is just too much data to process. Tim Keary looks at anomaly detection in this first of a series of articles. Unmanageable datasets have become a problem as organizations are needing to make faster decision in real-time.
Simple enough to be embedded in text as a sparkline, but able to speak volumes about your business, time series data is the basic input of Anodot's automated anomaly detection system. This article begins our three-part series in which we take a closer look at the specific techniques Anodot uses to extract insights from your data.