@article{Cheng2008ARG, title={A Robust Graph-Based Algorithm for Detection and Characterization of Anomalies in Noisy Multivariate Time Series}, author={Haibin Cheng and Pang-Ning Tan and Christopher Potter and Steven A. Klooster}, journal={2008 IEEE International Conference on Data Mining Workshops}, year={2008}, pages={349-358} }

- Published 2008 in 2008 IEEE International Conference on Data Miningâ€¦
DOI:10.1109/ICDMW.2008.48

Detection of anomalies in multivariate time series is an important data mining task with potential applications in medical diagnosis, ecosystem modeling, and network traffic monitoring. In this paper, we present a robust graph-based algorithm for detecting anomalies in noisy multivariate time series data. A key feature of the algorithm is the alignment of kernel matrices constructed from the time series. The aligned kernel enables the algorithm to capture the dependence relationship betweenâ€¦Â CONTINUE READING