Diverse scientific fields collect multiple time series data to investigate the dynamical behavior of complex systems: atmospheric and climate science, geophysics, neuroscience, epidemiology, ecology, and environmental science. Identifying patterns of mutual dependence among such data generates valuable knowledge that can be applied either for inferential or forecasting purposes. Vector autoregressive...
Anomaly detection is the task of identifying observations (points) that differ from the majority of other points, which requires some measure of difference, or distance. Many anomaly detection methods rely on “implicit distance” measures: rather than directly calculating an explicitly defined distance, these approaches quantify a point’s “abnormality” by examining...