Expert enhanced dynamic time warping based anomaly detection

Dynamic time warping (DTW) is a well-known algorithm for time series elastic dissimilarity measure. Its ability to deal with non-linear time distortions makes it helpful in variety of data mining tasks. Such a task is also anomaly detection which attempts to reveal unexpected behaviour without false detection alarms. In this paper, we propose a novel anomaly detection method named Expert enhanced dynamic time warping anomaly detection (E-DTWA). It is based on DTW with additional enhancements involving human-in-the-loop concept. The main benefits of our approach comprise efficient detection, flexible retraining based on strong consideration of the expert's detection feedback while retaining low computational and space complexity.

Towards Symbolic Time Series Representation Improved by Kernel Density Estimators

This paper deals with symbolic time series representation. It builds up on the popular mapping technique Symbolic Aggregate approXimation algorithm (SAX), which is extensively utilized in sequence classification, pattern mining, anomaly detection, time series indexing and other data mining tasks. However, the disadvantage of this method is, that it works reliably only for time series with Gaussian-like distribution. In our previous work we have proposed an improvement of SAX, called dwSAX, which can deal with Gaussian as well as non-Gaussian data distribution. Recently we have made further progress in our solution - edwSAX. Our goal was to optimally cover the information space by means of sufficient alphabet utilization; and to satisfy lower bounding criterion as tight as possible. We describe here our approach, including evaluation on commonly employed tasks such as time series reconstruction error and Euclidean distance lower bounding with promising improvements over SAX.