outlier detection in time series through neural networks forecasting
tan qi1,yang pei2
(1.school of computer science & engineering, south china normal university, guangzhou 510631, china;2.school of computer science, south china university of technology, guangzhou 510640, china)
abstract:from the view of forecasting, a novel definition of outlier in time series was presented, as well as the definition of the forecasting confidence and the degree of outlier. the technique of permutation was proposed to alleviate the impact of outliers upon the forecasting model. to solve the false alarm problem, the forecastingbased outlier detection algorithm was presented. the experiments conducted on the realworld datasets show that definition of the degree of outlier is reasonable and the outlier detection algorithm is effective.
key words:outlier detection; outlier; time series; neural network ensemble......