CRATOS: Cognition of Reliable Algorithm for Time-series Optimal Solution (2003.01412v3)

Abstract: Anomaly detection of time series plays an important role in reliability systems engineering. However, in practical application, there is no precisely defined boundary between normal and anomalous behaviors in different application scenarios. Therefore, different anomaly detection algorithms and processes ought to be adopted for time series in different situation. Although such strategy improve the accuracy of anomaly detection, it takes a lot of time for practitioners to configure various algorithms to millions of series, which greatly increases the development and maintenance cost of anomaly detection processes. In this paper, we propose CRATOS which is a self-adapt algorithms that extract features from time series, and then cluster series with similar features into one group. For each group we utilize evolutionary algorithm to search the best anomaly detection methods and processes. Our methods can significantly reduce the cost of development and maintenance of anomaly detection. According to experiments, our clustering methods achieves the state-of-art results. The accuracy of the anomaly detection algorithms in this paper is 85.1%.