Anomaly Detection for Bivariate Signals

10/14/2020
by   Marie Cottrell, et al.
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The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In this paper we propose a simple and empirical approach to detect anomalies in the behavior of multivariate time series. The approach is based on the empirical estimation of the conditional quantiles of the data, which provides upper and lower bounds for the confidence tubes. The method is tested on artificial data and its effectiveness has been proven in a real framework such as that of the monitoring of aircraft engines.

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