Construction non-supervisée de variables pour la détection d'anomalies dans les séries temporelles
Abstract
To accurately detect anomalies and without prior knowledge in a time series, is it better
to build the detectors from the initial temporal representation, or to compute a new (tabular)
representation using an existing automatic variable construction library? In this article, we
answer this question by conducting an in-depth experimental study for two popular detectors
(Isolation Forest and Local Outlier Factor). The results obtained, for 5 different datasets,
show that the new representation, calculated using the tsfresh library, allows Isolation Forest
to significantly improve its performance.