- https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
- 2d KS Test
- Wilcoxon signed rank - https://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test
- Detecting regime change
- http://www.beringclimate.noaa.gov/regimes/rodionov_overview.pdf
- https://www.r-bloggers.com/detecting-regime-change-in-irregular-time-series/
- DBSCAN - http://techblog.netflix.com/2015/07/tracking-down-villains-outlier.html
- https://github.com/twitter/AnomalyDetection
- https://blog.twitter.com/2015/introducing-practical-and-robust-anomaly-detection-in-a-time-series
- https://metamarkets.com/2012/algorithmic-trendspotting-the-meaning-of-interesting/
- http://techblog.netflix.com/2015/02/rad-outlier-detection-on-big-data.html
- https://en.wikipedia.org/wiki/CUSUM
Regressions:
Isotonic Regressions
Polynomial
Regressive Random Forests