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SSA

Restricted Access!!
Citekey YaoEtAl2010Online
Source Code https://github.com/johnpaparrizos/AnomalyDetection/tree/master/code/ptsa
Learning type unsupervised
Input dimensionality univariate

After receiving the original source code from the authors, place the directory ptsa into this folder.

Notes

SSA works by comparing a reference timeseries to the timeseries that the experiment is being conducted on. There are 3 main options to run SSA:

  • Set rf_method to all:
  • Set rf_method to alpha: You can now set a to either a float or a numpy array
    • float: wight that is used to fit the size of the reference and test timeseries
    • nparray: Array of weight used to create a reference TS from the nparray

Citation

Yuan Yao, Abhishek Sharma, Leana Golubchik, Ramesh Govindan. Online anomaly detection for sensor systems: A simple and efficient approach. Performance Evaluation, Volume 67, Issue 11, 2010, Pages 1059-1075, ISSN 0166-5316, https://doi.org/10.1016/j.peva.2010.08.018.