368 citations · 449 across the 18 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
stat.ML2021★ 3 cited
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…
stat.ML2021★ 2 cited
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…