Unsupervised anomaly detection via two-dimensional singular value decomposition and subspace reconstruction for multivariate time series.
NingZhen GeXiaoqing WengQiuYing YangPublished in: Appl. Intell. (2023)
Keyphrases
- singular value decomposition
- multivariate time series
- dimension reduction
- principal component analysis
- dimensionality reduction
- three dimensional
- qr decomposition
- null space
- singular vectors
- singular values
- low rank
- low dimensional
- least squares
- subspace learning
- high dimensional data
- linear discriminant analysis
- temporal patterns
- feature space
- temporal data
- data sets
- subspace clustering
- multi dimensional
- high dimensional
- autoregressive
- data mining
- high dimensionality
- feature extraction
- neural network
- anomaly detection