Local Trend Inconsistency: A Prediction-driven Approach to Unsupervised Anomaly Detection in Multi-seasonal Time Series.
Wentai WuLigang HeWeiwei LinPublished in: CoRR (2019)
Keyphrases
- unsupervised anomaly detection
- financial time series
- prediction accuracy
- turning points
- short term
- anomaly detection
- moving average
- semi supervised
- exponential smoothing
- prediction algorithm
- short term prediction
- chaotic time series
- prediction model
- stock market
- arima model
- autoregressive integrated moving average
- dynamic time warping
- multivariate time series
- prediction error
- non stationary
- box jenkins
- data driven
- long term
- extreme values
- unsupervised learning
- probabilistic model