Microsoft Corporation
TIME SERIES ANOMALY DETECTION

Abstract:

In an example embodiment, a machine-learned model is trained to specifically identify anomaly points in time series data. The model is capable of being applied in parallel to many different time series simultaneously, allowing for a scalable solution for large scale online networks. The model classifies each data point in a specified time window and outputs rich contextual information for downstream applications, such as ranking and display of the anomalous data points.