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Singular Spectrum Analysis to Detect Outliers in ARM Data

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arm-ssa

Singular spectrum analysis to detect outliers in ARM data. This is a univariate analysis method. You need to pick the variable first.

  1. Calculate outliers and visualize the results
  arm-ssa.py: python arm-ssa.py
  # Figures are stored in ssa-figures and ssa-figures-outliers
  1. Query DQR database
  db.py: python db.py
  # Results are stored in db.records
  1. Visualize outliers in Plotly
  arm-ssa-plotly.py: python arm-ssa-plotly.py
  # Figures are stored in plotly

Reference Paper

Y. Lu, J. Kumar, N. Collier, B. Krishna and M. A. Langston, "Detecting Outliers in Streaming Time Series Data from ARM Distributed Sensors," 2018 IEEE International Conference on Data Mining Workshops (ICDMW), Singapore, Singapore, 2018, pp. 779-786, doi: 10.1109/ICDMW.2018.00117.

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