异常检测

  • 异常类型：Point anomaly, Contextual anomaly, Collective anomaly

  • 具体类型：根据取值范围、常数波动、固定斜率波动、滑动聚合加方差、一阶差分、局部异常

  • 任务类型：有监督，无监督

  • 模型类型：距离，分类

模型

规则、经验

  • remove outlier: Random sample consensus (RANSAC) is an iterative method to estimate parameters of a mathematical model from a set of observed data that contains outliers, when outliers are to be accorded no influence on the values of the estimates

3sigma

  • Z-score标准化，数据满足正态分布

PCA

  • 降维

孤立森林

One-Class SVM

DBSCAN

autoencoder

GAN

reference

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