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Time Series Outlier Detection Based on Sliding Window Prediction
Joint Authors
Yu, Yufeng
Zhu, Yuelong
Li, Shijin
Wan, Dingsheng
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-10-30
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
In order to detect outliers in hydrological time series data for improving data quality and decision-making quality related to design, operation, and management of water resources, this research develops a time series outlier detection method for hydrologic data that can be used to identify data that deviate from historical patterns.
The method first built a forecasting model on the history data and then used it to predict future values.
Anomalies are assumed to take place if the observed values fall outside a given prediction confidence interval (PCI), which can be calculated by the predicted value and confidence coefficient.
The use of PCI as threshold is mainly on the fact that it considers the uncertainty in the data series parameters in the forecasting model to address the suitable threshold selection problem.
The method performs fast, incremental evaluation of data as it becomes available, scales to large quantities of data, and requires no preclassification of anomalies.
Experiments with different hydrologic real-world time series showed that the proposed methods are fast and correctly identify abnormal data and can be used for hydrologic time series analysis.
American Psychological Association (APA)
Yu, Yufeng& Zhu, Yuelong& Li, Shijin& Wan, Dingsheng. 2014. Time Series Outlier Detection Based on Sliding Window Prediction. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-14.
https://search.emarefa.net/detail/BIM-1046529
Modern Language Association (MLA)
Yu, Yufeng…[et al.]. Time Series Outlier Detection Based on Sliding Window Prediction. Mathematical Problems in Engineering No. 2014 (2014), pp.1-14.
https://search.emarefa.net/detail/BIM-1046529
American Medical Association (AMA)
Yu, Yufeng& Zhu, Yuelong& Li, Shijin& Wan, Dingsheng. Time Series Outlier Detection Based on Sliding Window Prediction. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-14.
https://search.emarefa.net/detail/BIM-1046529
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1046529