Detecting anomalies in sensor events is a requirement for a wide variety of use cases in the industrial IoT. Examples include predicting failures of HVAC systems and elevators for property management to identifying potential signals of malfunction in aircraft engines to schedule preventive maintenance.
Unlike prediction models for customer churn, inventory forecasts, etc. that rely on multiple sources of data and a wide range of domain-specific parameters, it is possible to detect anomalies for many types of time-series data using statistical techniques alone. In this presentation, we will discuss the types of anomalies and some available models for anomaly detection.
22. Unsupervised Techniques
§ Outlier Detection
§ Exponential Smoothing, ARIMA, Generalized ESD
§ Local Anomaly Detection
§ LOF, COF, INFLO, LoOP - Nearest Neighbor based algorithms
§ Global Anomaly Detection
§ kNNs – most perform well even on local anomalies
§ Hybrid Algorithms
§ Example: Twitter’s S-H-ESD (Seasonal Hybrid ESD) handles anomalies in local/global on TS data that has both
seasonality and trends
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23. AD Implementations
§ Forecast package in R
§ ARIMA, Tsoutliers – outlier detection and correction
§ DMwR package in R: lofactor (LOF)
§ AnomalyDetection in R – Twitter’s AD
§ Anomalize package in R - Scalable version of Twitter’s AD
§ RapidMiner Anomaly Detection Extension
§ LOF, COF, INFLO, LoOP, CBLOF, HBOS
§ NAB – implementations of several algorithms
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