Modeling Multiple Time Series for Anomaly Detection
Philip K. Chan, Matthew V. Mahoney · 2006
Our goal is to generate comprehensible and accurate models from multiple time series for anomaly detection. The models need to produce anomaly scores in an online manner for real-life monitoring tasks. We introduce three algorithms that work in a constructed feature space and evaluate them with a real data set from the NASA shuttle program. Our offline and online evaluations indicate that our algorithms can be more accurate than two existing algorithms.