Determining a window size for outlier detection

A window size for outlier detection in a time series of a database system is determined. Strength values are calculated for data points using a set of window sizes, resulting at least in one set of strength values for each window size. The strength values increase as a distance between a value of a...

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Bibliographische Detailangaben
Hauptverfasser: Basak, Jayanta, Keller, Martin, Mignet, Laurent Sebastien, Roy, Sourashis
Format: Patent
Sprache:eng
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Zusammenfassung:A window size for outlier detection in a time series of a database system is determined. Strength values are calculated for data points using a set of window sizes, resulting at least in one set of strength values for each window size. The strength values increase as a distance between a value of a respective data point and a local mean value increases. For each set of strength values, a weighted sum is calculated based on the respective set of strength values. A weighting function is used to suppress the effect of largest strength values and a window size is selected based on the weighted sums.