This article introduces lookout, a new approach to detect outliers using leave-one-out kernel density estimates and extreme value theory. Outlier detection methods that use kernel density estimates…
Forecasting hierarchical or grouped time series using a reconciliation approach involves two steps: computing base forecasts and reconciling the forecasts. Base forecasts can be computed by popular…
Deconstructing a time index into time granularities can assist in exploration and automated analysis of large temporal datasets. This article describes classes of time deconstructions using linear …
This article introduces DOBIN, a new approach to select a set of basis vectors tailored for outlier detection. DOBIN has a simple mathematical foundation and can be used as a dimension reduction to…
Calendars are broadly used in society to display temporal information and events. This article describes a new calendar display for plotting data that include a layout algorithm with many options, …
Mining temporal data for information is often inhibited by a multitude of formats: regular or irregular time intervals, point events that need aggregating, multiple observational units or repeated …
This article proposes a framework that provides early detection of anomalous series within a large collection of nonstationary streaming time-series data. We define an anomaly as an observation, th…