基于DTW距离的伪周期数据流异常检测

伪周期数据流是一类常见的数据流,广泛出现于各种监测应用中.在这类数据流中出现的异常可能蕴涵了感兴趣的领域知识,因此有必要检测异常的发生以作为进一步深入分析的基础.DTW距离较之欧氏距离具有更好的鲁棒性,采用DTW距离作为伪周期数据流不同波段间相似性的度量可以有效检测出有较少历史相似波段的异常波段,继而在此基础上提出了一种基于聚类索引的快速近似异常波段检测方法用以加速检测过程,在真实数据集上的实验表明了所提方法的有效性.

Anomaly Detection over Pseudo Period Data Streams Based on DTW Distance

Pseudo period data streams appear in a lot of applications,especially in monitoring domains.The anomalies detected over pseudo period data streams may possess significant domain knowledge which is worth to do further analysis.When Euclidean distance between time series changes greatly with the compared time series moving slightly along the time-axis,DTW(dynamic time warping) distance is suggested as a more robust distance than Euclidean distance.In this paper DTW distance is adopted as similarity measure of...