Abstract:Currently, discovering subsequence anomalies in time series remains one of the most topical research problems. A subsequence anomaly refers to successive points in time that are collectively abnormal, although each point is not necessarily an outlier. Among numerous approaches to discovering subsequence anomalies, the discord concept is considered one of the best. A time series discord is intuitively defined as a subsequence of a given length that is maximally far away from its non-overlapping nearest neighbor… Show more
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