How to find anomaly detection in multidimensional data











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I have set of time series data points having 4 variables say (A,B,C,time). I am working on finding anomaly detection in the data.



I found tools which find anomalies in 2D data e.g. Yahoo EGADS library for finding anomaly detection. Meaning I can provide this tool (A,time) or (B,time) input etc and it will find anomaly detection in that.



Now the problem is that I need to find anomaly detection for all A,B pairs vs time. A,B pairs can be large. It seems inefficient to run time series models for all A,B pairs vs time parallely.



Can anyone suggest some way using this library or some other library which can solve the purpose.






anomaly-detection







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    up vote
    1
    down vote

    favorite












    I have set of time series data points having 4 variables say (A,B,C,time). I am working on finding anomaly detection in the data.



    I found tools which find anomalies in 2D data e.g. Yahoo EGADS library for finding anomaly detection. Meaning I can provide this tool (A,time) or (B,time) input etc and it will find anomaly detection in that.



    Now the problem is that I need to find anomaly detection for all A,B pairs vs time. A,B pairs can be large. It seems inefficient to run time series models for all A,B pairs vs time parallely.



    Can anyone suggest some way using this library or some other library which can solve the purpose.






    anomaly-detection







    share|improve this question
























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      I have set of time series data points having 4 variables say (A,B,C,time). I am working on finding anomaly detection in the data.



      I found tools which find anomalies in 2D data e.g. Yahoo EGADS library for finding anomaly detection. Meaning I can provide this tool (A,time) or (B,time) input etc and it will find anomaly detection in that.



      Now the problem is that I need to find anomaly detection for all A,B pairs vs time. A,B pairs can be large. It seems inefficient to run time series models for all A,B pairs vs time parallely.



      Can anyone suggest some way using this library or some other library which can solve the purpose.






      anomaly-detection







      share|improve this question













      I have set of time series data points having 4 variables say (A,B,C,time). I am working on finding anomaly detection in the data.



      I found tools which find anomalies in 2D data e.g. Yahoo EGADS library for finding anomaly detection. Meaning I can provide this tool (A,time) or (B,time) input etc and it will find anomaly detection in that.



      Now the problem is that I need to find anomaly detection for all A,B pairs vs time. A,B pairs can be large. It seems inefficient to run time series models for all A,B pairs vs time parallely.



      Can anyone suggest some way using this library or some other library which can solve the purpose.






      anomaly-detection




      anomaly-detection






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      share|improve this question











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      asked Nov 20 at 1:57









      Shashwat Kumar

      3,43311541




      3,43311541
























          1 Answer
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          There are many libraries in R and python. There are some solution given in R-



          what is anomaly?-
          https://machinelearningstories.blogspot.com/2018/07/anomaly-detection-anomaly-detection-by.html



          Connectivity based outlier technique-
          https://machinelearningstories.blogspot.com/2018/09/connectivity-based-outlier-detection.html



          For high dimensional data-
          https://machinelearningstories.blogspot.com/2018/08/anomaly-detection-in-high-dimensional.html



          Even QQ plot of data can give you abnormality. These are unsupervised algos, so even after finding outlier( anomaly) , you need to relate it with actual abnormality.



          There are many packages in Python also






          share|improve this answer





















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            1 Answer
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            active

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            active

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            up vote
            0
            down vote













            There are many libraries in R and python. There are some solution given in R-



            what is anomaly?-
            https://machinelearningstories.blogspot.com/2018/07/anomaly-detection-anomaly-detection-by.html



            Connectivity based outlier technique-
            https://machinelearningstories.blogspot.com/2018/09/connectivity-based-outlier-detection.html



            For high dimensional data-
            https://machinelearningstories.blogspot.com/2018/08/anomaly-detection-in-high-dimensional.html



            Even QQ plot of data can give you abnormality. These are unsupervised algos, so even after finding outlier( anomaly) , you need to relate it with actual abnormality.



            There are many packages in Python also






            share|improve this answer

























              up vote
              0
              down vote













              There are many libraries in R and python. There are some solution given in R-



              what is anomaly?-
              https://machinelearningstories.blogspot.com/2018/07/anomaly-detection-anomaly-detection-by.html



              Connectivity based outlier technique-
              https://machinelearningstories.blogspot.com/2018/09/connectivity-based-outlier-detection.html



              For high dimensional data-
              https://machinelearningstories.blogspot.com/2018/08/anomaly-detection-in-high-dimensional.html



              Even QQ plot of data can give you abnormality. These are unsupervised algos, so even after finding outlier( anomaly) , you need to relate it with actual abnormality.



              There are many packages in Python also






              share|improve this answer























                up vote
                0
                down vote










                up vote
                0
                down vote









                There are many libraries in R and python. There are some solution given in R-



                what is anomaly?-
                https://machinelearningstories.blogspot.com/2018/07/anomaly-detection-anomaly-detection-by.html



                Connectivity based outlier technique-
                https://machinelearningstories.blogspot.com/2018/09/connectivity-based-outlier-detection.html



                For high dimensional data-
                https://machinelearningstories.blogspot.com/2018/08/anomaly-detection-in-high-dimensional.html



                Even QQ plot of data can give you abnormality. These are unsupervised algos, so even after finding outlier( anomaly) , you need to relate it with actual abnormality.



                There are many packages in Python also






                share|improve this answer












                There are many libraries in R and python. There are some solution given in R-



                what is anomaly?-
                https://machinelearningstories.blogspot.com/2018/07/anomaly-detection-anomaly-detection-by.html



                Connectivity based outlier technique-
                https://machinelearningstories.blogspot.com/2018/09/connectivity-based-outlier-detection.html



                For high dimensional data-
                https://machinelearningstories.blogspot.com/2018/08/anomaly-detection-in-high-dimensional.html



                Even QQ plot of data can give you abnormality. These are unsupervised algos, so even after finding outlier( anomaly) , you need to relate it with actual abnormality.



                There are many packages in Python also







                share|improve this answer












                share|improve this answer



                share|improve this answer










                answered Nov 22 at 10:38









                Arpit Sisodia

                21819




                21819






























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