Braced Fourier Continuation and Regression for Anomaly Detection

arXiv:2405.03180v1 Announce Type: cross
Abstract: In this work, the concept of Braced Fourier Continuation and Regression (BFCR) is introduced. BFCR is a novel and computationally efficient means of finding nonlinear regressions or trend lines in arbitrary one-dimensional data sets. The Braced Fourier Continuation (BFC) and BFCR algorithms are first outlined, followed by a discussion of the properties of BFCR as well as demonstrations of how BFCR trend lines may be used effectively for anomaly detection both within and at the …

abstract algorithms anomaly anomaly detection arxiv concept cs.lg cs.na data data sets detection fourier math.na novel regression stat.ml trend type work