WEN Qi, PENG Hong. Analysis of Time Series Outlier Mining Based on Wavelet Transform[J]. Journal of University of Electronic Science and Technology of China, 2005, 34(4): 556-558.
Citation: WEN Qi, PENG Hong. Analysis of Time Series Outlier Mining Based on Wavelet Transform[J]. Journal of University of Electronic Science and Technology of China, 2005, 34(4): 556-558.

Analysis of Time Series Outlier Mining Based on Wavelet Transform

  • In this paper, the outlier mining method for time series data is investigated. DWT is used to transform the time series data from time domain to frequency domain. The time series data can be mapped into the multidimensional points in multidimensional space. We proposed a distanced-based algorithm to mine the outliers. The simulation results show the effectiveness of the method.
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