Which methods exist to find correlations between multiple univariate timeseries anomaly detection output?












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In this short article from Anodot, they explain the (dis)advantages of directly applying a multivariate anomaly detection model on raw timeseries data.



Instead, they look for anomalies on each univariate timeserie separately, and in a second step, they find correlations between these.



I wonder which AI techniques exist to do this task.



Also, they say that they use both, semisupervised and unsupervised leaning (actually in this article they say supervised but I think it comes from partial annotation, as they say in other articles). So I wonder too in which steps they use the semisupervised approach (with the first one with the univariate approach, or in the second one?)



I do not ask for their method, I ask for which clever ways exist to do what they say









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    $begingroup$


    In this short article from Anodot, they explain the (dis)advantages of directly applying a multivariate anomaly detection model on raw timeseries data.



    Instead, they look for anomalies on each univariate timeserie separately, and in a second step, they find correlations between these.



    I wonder which AI techniques exist to do this task.



    Also, they say that they use both, semisupervised and unsupervised leaning (actually in this article they say supervised but I think it comes from partial annotation, as they say in other articles). So I wonder too in which steps they use the semisupervised approach (with the first one with the univariate approach, or in the second one?)



    I do not ask for their method, I ask for which clever ways exist to do what they say









    share









    $endgroup$















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      0





      $begingroup$


      In this short article from Anodot, they explain the (dis)advantages of directly applying a multivariate anomaly detection model on raw timeseries data.



      Instead, they look for anomalies on each univariate timeserie separately, and in a second step, they find correlations between these.



      I wonder which AI techniques exist to do this task.



      Also, they say that they use both, semisupervised and unsupervised leaning (actually in this article they say supervised but I think it comes from partial annotation, as they say in other articles). So I wonder too in which steps they use the semisupervised approach (with the first one with the univariate approach, or in the second one?)



      I do not ask for their method, I ask for which clever ways exist to do what they say









      share









      $endgroup$




      In this short article from Anodot, they explain the (dis)advantages of directly applying a multivariate anomaly detection model on raw timeseries data.



      Instead, they look for anomalies on each univariate timeserie separately, and in a second step, they find correlations between these.



      I wonder which AI techniques exist to do this task.



      Also, they say that they use both, semisupervised and unsupervised leaning (actually in this article they say supervised but I think it comes from partial annotation, as they say in other articles). So I wonder too in which steps they use the semisupervised approach (with the first one with the univariate approach, or in the second one?)



      I do not ask for their method, I ask for which clever ways exist to do what they say







      time-series anomaly-detection





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