计算机工程与应用 ›› 2009, Vol. 45 ›› Issue (9): 141-145.DOI: 10.3778/j.issn.1002-8331.2009.09.041

• 数据库、信号与信息处理 • 上一篇    下一篇

时间序列异常模式的k-均距异常因子检测

詹艳艳,徐荣聪   

  1. 福州大学 数学与计算机科学学院,福州 350002
  • 收稿日期:2008-01-29 修回日期:2008-04-07 出版日期:2009-03-21 发布日期:2009-03-21
  • 通讯作者: 詹艳艳

K-mean distance outlier factor detect for outlier pattern of time series

ZHAN Yan-yan,XU Rong-cong   

  1. Department of Mathematics and Computer Science,Fuzhou University,Fuzhou 350002,China
  • Received:2008-01-29 Revised:2008-04-07 Online:2009-03-21 Published:2009-03-21
  • Contact: ZHAN Yan-yan

摘要: 提出了一种基于k-均距异常因子检测时间序列异常模式的算法(K-MDOF)。该算法首先利用边缘权重因子提取时间序列模式表示的边缘点,然后通过提取每一段子模式的四个特征值:模式长度、模式高度、模式均值和标准差将时间序列映射到特征空间,最后利用k-均距异常因子在该特征空间中检测时间序列的异常模式。从模式的角度检测时间序列的异常行为弥补了点异常检测的个体行为局限性,提高了异常检测的效率和准确性,在仿真数据集和真实数据集上的实验结果都证明了在时间序列异常检测中模式异常定义的合理性以及算法的有效性。

Abstract: This paper presents an outlier pattern detection algorithm of time series based on K-Mean Distance Outlier Factor (K-MDOF).This algorithm uses edge weight to extract the edge point of time series pattern representation,and then this algorithm extracts the four eigenvalue of each sub-pattern,that is,pattern’s length,pattern’s height,pattern’s mean and standard deviation to map time series to feature space,and finally uses K-mean distance outlier factor to detect outlier pattern in this feature space.Detecting time series’s outlier behavior from pattern’s point of view can recuperate the limitation of point outlier detection’s individual behavior,and enhance the efficiency and veracity of outlier detection.Experiments on synthetic and real data show that the definition of pattern outlier is reasonable and this algorithm is efficient to detect outliers in time series.