Detecting systematic anomalies affecting systems when inputs are stationary time series
Ning Sun, Chen Yang, Ričardas Zitikis · Applied Stochastic Models in Business and Industry · 2022
Abstract We develop an anomaly detection method when systematic anomalies, possibly statistically very similar to genuine inputs, are affecting control systems at the input and/or output stages. The method allows anomaly free inputs (i.e., those before contamination) to originate from a wide class of random sequences, thus opening up possibilities for diverse applications. To illustrate how the method works on data, and how to interpret its results and make decisions, we analyze several actual time series, which are originally nonstationary but in the process of analysis are converted into stationary. As a further illustration, we provide a controlled experiment with anomaly free inputs following an ARMA time series model under various contamination scenarios.