Monday, September 12, 2016

Anomoly Detection





  • 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