Outlier subsequence detection algorithm for time series based on LLM
Ying Zhang · Shenyang Gongye Daxue xuebao · 2009
In order to improve the effectiveness of outlier subsequence detection algorithm for time series,the detection algorithm for outlier subsequence based on Local Linear Mapping(LLM) was presented.In the present algorithm,the subsequence in time series was mapped through the linear reconstruction of its neighbors,and the relativity between the subsequence in time series and its neighbors was well preserved.Two outlier indices including the contribution factor and reconstruction error were applied to the outlier subsequence detection process for the ST Orient(B) stock time series data sets based on the mapping characteristics of LLM.The experimental results show that the proposed algorithm is effective in the outlier detection of outlier subsequence and can improve the effectiveness of the outlier subsequence detection.