FluxEV: A Fast and Effective Unsupervised Framework for Time-Series Anomaly Detection

Anomaly detection in time series is a research area of increasing importance. In order to safeguard the availability and stability of services, large companies need to monitor various time-series data to detect anomalies in real time for troubleshooting, thereby reducing potential economic losses. However, in many practical applications, time-series anomaly detection is still an intractable problem due to the huge amount of data, complex data patterns, and limited computational resources. SPOT is an efficient streaming algorithm for anomaly detection, but we argue that SPOT is limited since it is only sensitive to extreme values in the whole data distribution. In this paper, we propose FluxEV, a fast and effective unsupervised anomaly detection framework. By converting the non-extreme anomalies to extreme values, our framework addresses the limitations of SPOT and achieves a huge improvement in the detection accuracy. Moreover, Method of Moments is adopted to speed up the parameter estimation in the automatic thresholding. Extensive experiments show that FluxEV greatly outperforms the state-of-the-art unsupervised methods on two large public datasets, while ensuring high efficiency.