Microsoft Corporation
SYSTEM AND METHOD FOR REMOVING EXCEPTION PERIODS FROM TIME SERIES DATA

Abstract:

Exception period data is removed from time series data that may be used for anomaly detection or other purposes. A changed time segment detector is configured to detect pairs of change points in received time series data that define changed time segments. Each detected pair of change points includes start and end points of a corresponding changed time segment. A changed time segment clusterer is configured to cluster the changed time segments into an arranged set of changed time segment clusters. An exception period identifier is configured to identify a changed time segment cluster as an exception period based on heuristics. A time series data indicator is configured to remove time series data corresponding to the exception time period from the received time series data to generate cleaned time series data.