RobustTAD: Robust Time Series Anomaly Detection via Decomposition and Convolutional Neural Networks

21 Feb 2020 Jingkun Gao Xiaomin Song Qingsong Wen Pichao Wang Liang Sun Huan Xu

The monitoring and management of numerous and diverse time series data at Alibaba Group calls for an effective and scalable time series anomaly detection service. In this paper, we propose RobustTAD, a Robust Time series Anomaly Detection framework by integrating robust seasonal-trend decomposition and convolutional neural network for time series data... (read more)

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