AnomalyDetect: An Online Distance-Based Anomaly Detection Algorithm

Anomaly detection is a key challenge in data mining, which refers to finding patterns in data that do not conform to expected behavior. It has a wide range of applications in many fields as diverse as finance, medicine, industry, and the Internet. In particular, intelligent operation has made great progress in recent years and has an urgent need for this technology. In this paper, we study the problem of anomaly detection in the context of intelligent operation and find the practical need for high-accuracy, online and universal anomaly detection algorithms in time series database. Based on the existing algorithms, we propose an innovative online distance-based anomaly detection algorithm. K-means and time-space trade-off mechanism are used to reduce the time complexity. Through the experiments on Yahoo! Web-scope S5 dataset we show that our algorithm can detect anomalies accurately. The comparative study of several anomaly detectors verifies the effectiveness and generality of the proposed algorithm.