BriefGPT.xyz
Oct, 2016
用于异常检测的最大差值区间
Maximally Divergent Intervals for Anomaly Detection
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Erik Rodner, Björn Barz, Yanira Guanche, Milan Flach, Miguel Mahecha...
TL;DR
本文介绍了针对多变量时间序列的批量异常检测的新方法，其基于最大化时间序列内外数据分布的KL散度，经实证分析表明其相较于其他基于各自时间步的方法具有优势。
Abstract
We present new methods for
batch anomaly detection
in
multivariate time series
. Our methods are based on maximizing the
kullback-leibler divergen
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