Anomaly Detection System and Method for Implementing a Data Regularity Check and Adaptive Thresholding
Abstract:
Computerized methodologies are disclosed that are directed to detecting anomalies within a time-series data set. A first aspect of the anomaly detection process includes analyzing the regularity of the data points of the time-series data set and determining whether a data aggregation process is to be performed based on the regularity of the data points, which results in a time-series data set having data points occurring at regular intervals. A seasonality pattern may be determined for the time-series data set, where a silhouette score is computed to measure the quality of the fit of the seasonality pattern to the time-series data. The silhouette score may be compared to a threshold and based on the comparison, the seasonality pattern or a set of heuristics may be utilized in an anomaly detection process. When the seasonality pattern is utilized, the seasonality pattern may be utilized to generate thresholds indicating anomalous behavior.
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