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There a few (actually many) techniques for anomaly detection. Lumped into this are also novelty and outlier detection.

Use cases

  • Fraud Detection
  • Loan Application Processing
  • Intrusion Detection
  • Activity Monitoring
  • Network Performance
  • Fault Diagnosis
  • Novelties in Images
  • Novelty in Text (and topics)
  • Misslabeled data in training data
  • Time series monitoring
  • Medical Condition Monitoring
  • Satellite Image Analysis
  • etc.
  • etc.

Static

Visual

  • Histogram
  • Box plot

Statistical

  • Grubb's test
  • Ordinary Least Squares

Dynamic

Statistical

  • Moving Average (+ STD)
  • Poisson (or distribution based)

Automated

Supervised

  • Random Forest
  • One class SVM
  • Any other classifier really

Unsupervised

  • Affinity Propagation
  • DBSCAN
  • K-means
  • Adapted kNN

More Robust

Use an ensemble of anomaly detection techniques!

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