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Anomaly detection of time series plays an important role in reliability systems engineering. However, in practical application, there is no precisely defined boundary between normal and anomalous behaviors in different application scenarios. Therefore, different anomaly detection algorithms and processes ought to be adopted for time series in different situation. Although such strategy improve the accuracy of anomaly detection, it takes a lot of time for practitioners to configure various algorithms to millions of series, which greatly increases the development and maintenance cost of anomaly detection processes. In this paper, we propose CRATOS which is a self-adapt algorithms that extract features from time series, and then cluster series with similar features into one group. For each group we utilize evolutionary algorithm to search the best anomaly detection methods and processes. Our methods can significantly reduce the cost of development and maintenance of anomaly detection. According to experiments, our clustering methods achieves the state-of-art results. The accuracy of the anomaly detection algorithms in this paper is 85.1%.
In this paper, we use variational recurrent neural network to investigate the anomaly detection problem on graph time series. The temporal correlation is modeled by the combination of recurrent neural network (RNN) and variational inference (VI), whi
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Recent advances in time series classification have largely focused on methods that either employ deep learning or utilize other machine learning models for feature extraction. Though successful, their power often comes at the requirement of computati
Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time series charact