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Anomaly Detection in Univariate Stochastic Time Series with Spectral Entropy
One tip to find regular patterns like sine waves from randomness.
Anomaly detection in time series data is a common task in data science. We treat anomalies as data patterns that exist not as expected. Today, let’s focus on detecting anomalies in a special univariate time series generated by a stochastic process.
The data should look noisy, chaotic, and random in those stochastic time series. Unexpected changes should be happening all the time. If the value is not changing …