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Anomaly Detection in Time Series Data

July 2016

This notebook documents a series of experiments in anomaly detection on a time-series of measurements from a municipal water tank. It is inspired by the techniques described in Practical Machine Learning: A New Look at Anomaly Detection by Ted Dunning and Ellen Friedman, and realized in Python by Matthew Rahtz.

In Part One I define the problem and develop the anomaly detection technique. In Part Two I refine the anomaly detection technique by applying smoothing to the data. In Part Three I apply the technique to simulated anomalous data. In Part Four I develop a different model, based on simple histograms, that avoids some of the problems identified when testing the clustering model.