On-line outlier and change point detection for time series
文献类型：期刊论文
| 作者 | Su WX(苏卫星) ; Zhu YL(朱云龙); Liu F(刘芳); Hu KY(胡琨元)
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| 刊名 | JOURNAL OF CENTRAL SOUTH UNIVERSITY
 |
| 出版日期 | 2013 |
| 卷号 | 20期号:1页码:114-122 |
| 关键词 | outlier detection change point detection time series hypothesis test |
| ISSN号 | 2095-2899 |
| 产权排序 | 1 |
| 通讯作者 | 苏卫星 |
| 中文摘要 | The detection of outliers and change points from time series has become research focus in the area of time series data mining since it can be used for fraud detection, rare event discovery, event/trend change detection, etc. In most previous works, outlier detection and change point detection have not been related explicitly and the change point detections did not consider the influence of outliers, in this work, a unified detection framework was presented to deal with both of them. The framework is based on ALARCON-AQUINO and BARRIA's change points detection method and adopts two-stage detection to divide the outliers and change points. The advantages of it lie in that: firstly, unified structure for change detection and outlier detection further reduces the computational complexity and make the detective procedure simple; Secondly, the detection strategy of outlier detection before change point detection avoids the influence of outliers to the change point detection, and thus improves the accuracy of the change point detection. The simulation experiments of the proposed method for both model data and actual application data have been made and gotten 100% detection accuracy. The comparisons between traditional detection method and the proposed method further demonstrate that the unified detection structure is more accurate when the time series are contaminated by outliers. |
| WOS标题词 | Science & Technology ; Technology |
| 类目[WOS] | Metallurgy & Metallurgical Engineering |
| 研究领域[WOS] | Metallurgy & Metallurgical Engineering |
| 关键词[WOS] | ALGORITHMS ; NETWORKS ; SYSTEMS |
| 收录类别 | SCI ; EI |
| 语种 | 英语 |
| WOS记录号 | WOS:000313367900016 |
| 公开日期 | 2013-04-21 |
| 源URL | [http://ir.sia.cn/handle/173321/10585]  |
| 专题 | 沈阳自动化研究所_信息服务与智能控制技术研究室 |
| 推荐引用方式 GB/T 7714 | Su WX,Zhu YL,Liu F,et al. On-line outlier and change point detection for time series[J]. JOURNAL OF CENTRAL SOUTH UNIVERSITY,2013,20(1):114-122. |
| APA | Su WX,Zhu YL,Liu F,&Hu KY.(2013).On-line outlier and change point detection for time series.JOURNAL OF CENTRAL SOUTH UNIVERSITY,20(1),114-122. |
| MLA | Su WX,et al."On-line outlier and change point detection for time series".JOURNAL OF CENTRAL SOUTH UNIVERSITY 20.1(2013):114-122. |
入库方式： OAI收割
来源：沈阳自动化研究所
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