mlsanityData to 7 Oct 2026

k-Parameter Approach for False In-Season Anomaly Suppression in Daily Time Series Anomaly Detection

arXiv 2311.08422 ↗First posted 10 Nov 2023cs.LGcited by 0

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Abstract (arXiv)

Detecting anomalies in a daily time series with a weekly pattern is a common task with a wide range of applications. A typical way of performing the task is by using decomposition method. However, the method often generates false positive results where a data point falls within its weekly range but is just off from its weekday position. We refer to this type of anomalies as "in-season anomalies", and propose a k-parameter approach to address the issue. The approach provides configurable extra tolerance for in-season anomalies to suppress misleading alerts while preserving real positives. It yields favorable result.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 3 of its 11 references that are in the map. First posted on arXiv 10 Nov 2023.

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References · 3

  1. 2018Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applicationscited by 223
  2. 2018RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Seriescited by 54
  3. 2017Automatic Anomaly Detection in the Cloud Via Statistical Learningcited by 25

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