- Anomaly detection in time series data involves identifying unexpected patterns that do not conform to the expected behavior.
- Time series data has an inherent temporal ordering, which makes anomaly detection more challenging but also provides additional contextual information.
- Both supervised and unsupervised machine learning approaches has been applied to time series anomaly detection.
Tslab - Anomaly Detection Python - Scikit-Learn, Matplotlib,Pandas,Numpy
- Understanding Temporal Dependencies: I gained a deeper understanding of how time series data's inherent temporal structure influences model selection and feature engineering.
- Feature Engineering Importance: I learned the critical role of feature engineering, such as creating lag features and handling seasonality, in improving model performance.
- Threshold Setting for Unsupervised Methods: I realized the importance of setting appropriate thresholds for anomaly scores to balance false positives and false negatives.