Online Conditional Outlier Detection in Nonstationary Time Series.
Siqi LiuAdam WrightMilos HauskrechtPublished in: FLAIRS Conference (2017)
Keyphrases
- non stationary
- outlier detection
- change point detection
- knowledge discovery
- detection algorithm
- data streams
- fraud detection
- autoregressive
- financial time series
- credit card fraud detection
- high dimensional datasets
- distance based outlier detection
- density ratio estimation
- stock price
- detect outliers
- data mining
- detecting outliers
- adaptive algorithms
- random fields
- density estimation
- multidimensional time series
- stream clustering
- concept drift
- outlier mining
- data sets