368 citations · 449 across the 18 of their papers we have counts for
5 papers · 1 filter
Criteria for Classifying Forecasting Methods
Tim Januschowski, Jan Gasthaus, Yuyang Wang +4
Classifying forecasting methods as being either of a "machine learning" or "statistical" nature has become commonplace in parts of the forecasting literature and community, as exem…
Robust Projection based Anomaly Extraction (RPE) in Univariate Time-Series
Mostafa Rahmani, Anoop Deoras, Laurent Callot
This paper presents a novel, closed-form, and data/computation efficient online anomaly detection algorithm for time-series data. The proposed method, dubbed RPE, is a window-based…
Online false discovery rate control for anomaly detection in time series
Quentin Rebjock, Barış Kurt, Tim Januschowski +1
This article proposes novel rules for false discovery rate control (FDRC) geared towards online anomaly detection in time series. Online FDRC rules allow to control the properties…
Spliced Binned-Pareto Distribution for Robust Modeling of Heavy-tailed Time Series
Elena Ehrlich, Laurent Callot, François-Xavier Aubet
This work proposes a novel method to robustly and accurately model time series with heavy-tailed noise, in non-stationary scenarios. In many practical application time series have…
Improve black-box sequential anomaly detector relevancy with limited user feedback
Luyang Kong, Lifan Chen, Ming Chen +2
Anomaly detectors are often designed to catch statistical anomalies. End-users typically do not have interest in all of the detected outliers, but only those relevant to their appl…