Alibaba Group Holding Limited
Time Series Decomposition

Abstract:

Time series decomposition method and system are provided. Time series data including at least a seasonality component is received. A noise removal filter may be applied to the time series data. Furthermore, a trend component and the seasonality component are extracted from the time series data. A residual component may subsequently be extracted from the time series data based on the trend component and the seasonality component. Anomaly detection may then be performed on the trend component or the residual component to determine whether an anomaly exists in the time series data.