Automated Anomaly Detection in Large Sequences

Abstract

Subsequence anomaly (or outlier) detection in long sequences is an important problem with applications in a wide range of domains. However, current approaches have severe limitations: they either require prior domain knowledge, or become cumbersome and expensive to use in situations with recurrent anomalies of the same type. In this work, we address these problems, and propose NorM, a novel approach, suitable for domain-agnostic anomaly detection. NorM is based on a new data series primitive, which permits to detect anomalies based on their (dis)similarity to a model that represents normal behavior. The experimental results on several real datasets demonstrate that the proposed approach outperforms by a large margin the current state-of-the art algorithms in terms of accuracy, while being orders of magnitude faster.