Finding Ghosts in Your Data: Anomaly Detection Techniques with Examples in Python

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2022

K. FeaselFinding Ghosts in Your Datahttps://doi.org/10.1007/978-1-4842-8870-2_15

15. An Introduction to Multi-series Anomaly Detection

Kevin Feasel¹  

(1)

DURHAM, NC, USA

 

Chapters 13 and 14 dealt with one form of time series anomaly detection: the single time series. With that understanding in place, we will extend our focus to situations in which there are multiple series of data that we want to analyze in conjunction rather than independently. In this chapter, we will formalize our understanding of multi-series time series, focusing on how it differs from the single series approach we took earlier. Then, we will look at four common techniques for analyzing ...