Category Archives: math

Detecting Anomalies in Correlated Time Series

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anomaly in time series correlation

Monitoring key performance indicators (KPIs), sales or any other product data means working within an ecosystem where very often you will see metrics correlating with each other. When a normal correlation between two metrics is broken, we have reason to suspect something strange is happening.

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As an example, take a look at anomaly.ioAi??analytics during its early days (a long time ago). In the graphic above, the new users are shown in green and the returning users in red. Clearly, something strange happens in the middle of November. Let’s use some techniques to find out more!
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Anomaly Detection with Twitter Breakout

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AnomalyDetectionBreakout

We previously tested TwitterAi??Anomaly Detection package using the R language. Now let’s take a look at Twitter Breakout Detection.

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Moving Median is Robust to Anomalies

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moving-median

It can be difficult to detect the underlying trend of aAi??time series in the presence of anomalies, due to unwanted noise. Fortunately, there are techniques to take into account those anomalies, so you can work with this kind of time series. One of them is the moving median.

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Detecting Seasonality Using Fourier Transforms in R

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detect seasonality

Our brains are really fast at recognizing patterns and forms: we can often find the seasonality of a signal in under a second. It is also possible do this with mathematics using the Fourier transform.

First, we will explain what a Fourier transform is. Next, we will find the seasonality of a website from its Google Analytics pageview report using the R language.

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Anomaly Detection Using K-Means Clustering

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kmean anomaly

Monitored metrics very often exhibit regular patterns. When the values are correlated with the time of the day, it’s easier to spot anomalies, but it’s harder when they do not. In some cases, it is possible to use machine learning to differentiate the usual patterns from the unusual ones.

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