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Contextual Anomaly

An observation that is statistically normal in isolation but becomes abnormal when considered within its specific temporal or event context.

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1D Convolutional Auto-encoder (1D-CNN)

A neural network architecture using one-dimensional convolutions to learn a compressed representation of time series, facilitating reconstruction and error detection.

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Isolation Forest

An unsupervised learning algorithm that isolates anomalies by building random decision trees, where outliers are easier to isolate and require fewer partitions.

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Isomap for Time Series

A nonlinear dimensionality reduction technique that preserves geodesic distances, used to visualize and detect anomalies in high-dimensional spaces.

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LSTM Auto-encoder

A recurrent neural network model using LSTM units to learn the temporal structure of a series, where a high reconstruction error signals an anomaly.

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Exponentially Weighted Moving Average (EWMA)

A smoothing method that assigns exponentially decreasing weights to past observations, serving as a basis for adaptive anomaly detection thresholds.

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Quantile Mapping

A statistical technique that transforms a data distribution to match a reference distribution, used to normalize data before anomaly detection.

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Local Outlier Factor (LOF)

A measure of the local density of a data point relative to its neighbors, where a high score indicates that the point lies in a region of low density, suggesting an anomaly.

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TSFresh

A Python library that automatically extracts a large number of temporal features, which can be used to train supervised anomaly detection models.

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Learning Vector Quantization (LVQ)

A supervised learning algorithm that uses prototypes for classification, adaptable for anomaly detection by identifying observations distant from the prototypes.

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