Overview / Time series anomaly discovery

Time series anomaly discovery

Variable-length discord (surprise pattern) discovery with the Rare Rule Anomaly algorithm and the rule density curve.

This module discusses variable-length anomaly (i.e., discord, surprise pattern) discovery in time series using GrammarViz 3.0. Background on the SAX building blocks — z-normalization, PAA, and the discretization itself — lives on the SAX-VSM sister site.

Further reading

link
Entropy journal — Special Issue on Kolmogorov Complexity