An Unsupervised TCN-based Outlier Detection for Time Series with Seasonality and Trend

Outlier detection is challenging for time series with seasonality and trend due to the presence of local outliers. In this paper, we propose an online unsupervised deep learning based algorithm for outlier detection utilizing temporal convolutional neural network (TCN). In the proposed algorithm, firstly, the TCN network is trained using a novel loss function designed to address time series with s...