Unsupervised Feature Construction for Time Series Anomaly Detection - An Evaluation
摘要
To detect anomalies with precision and without prior knowledge in time series, is it better to build a detector from the initial temporal representation or to compute a new, tabular representation using an existing automatic variable construction library? This article addresses this question by conducting an in-depth experimental study for two popular detectors: Isolation Forest and Local Outlier Factor. The results, obtained from experiments on five different datasets, show that the new representation, computed using the tsfresh library, allows Isolation Forest to improve its performance significantly.