AI engineering glossary · Time series recsys
What is anomaly detection (time series)?
Anomaly detection (time series): Finding points or stretches in a series that differ sharply from expected behaviour. Common approaches compare actual values with forecasts and flag large residuals, or use isolation-based and reconstruction-based models.
Anomaly detection (time series): an example
Flag a day when payment failures exceed the forecast by more than 3 standard deviations.
Related terms
More Time series recsys terms
- ARCH model
- ARIMA
- ARIMAX
- ARMA
- Augmented Dickey-Fuller test
- Autocorrelation
- Autocorrelation function
- Backtesting
Where you learn it
Anomaly detection (time series) is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.