A novel discords detector for periodic time series based on weighted spherical single means with phase shift
Jun Wang, Fu-Lai Chung, Shi Tong Wang, Zhao Deng · Acta Automatica Sinica · 2011
The traditional one-class classifiers are not suitable for detecting discords in periodic time series. A novel one-class classifier PS-WS1M-OCC is proposed in this paper. In our method, the phase problem in time series is solved by introducing phase shift into the clustering procedure. Meanwhile, a novel criterion for adaptively choosing threshold is proposed. In this way, the proposed classifier is insensitive to noise in the training set. Experimental results show that our PS-WSKM-OCC is more robust than the existing one-class classifiers when it is applied to the problem of discord detection in the periodic time series.