Outlier detection for sliding window of multi-variable time series
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    Abstract:

    This paper proposes a two-step detection scheme that begins thick and ends thin,to mine the outliers of multivariable time series (MTS).According to the confidence interval of the data in sliding window,characteristics of both variation trend value and relevant variation trend value were constructed,which were then used in the two detection processes.Meanwhile,the rapid extraction algorithm for characteristics is studied.The outlier detection scheme is then applied to mine outliers before and after an accident happened at a 110 kV Grid Transformer Substation in Jiangsu province.Data sets of various equipment tables,which were collected by OPEN3000 data surveillance system,were checked by the proposed detection scheme,and experiment result indicates that this algorithm can rapidly and precisely locate the outliers.

    Reference
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DAI Hui, KAN Jianfei, LEE Weiren, ZHOU Weidong. Outlier detection for sliding window of multi-variable time series[J]. Journal of Nanjing University of Information Science & Technology,2014,6(6):515-519

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  • Received:September 06,2014
  • Online: December 24,2014
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