Anomaly detection is a technique used to identify unusual patterns that do not conform to expected behavior, called outliers. It has many applications in business, from intrusion detection (identifying strange patterns in network traffic that could signal a hack) to system health monitoring (spotting a malignant tumor in an MRI scan), and from fraud detection in credit card transactions to fault detection in operating environments.
This overview will cover several methods of detecting anomalies, as well as how to build a detector using simple moving average (SMA) or low-pass filter.
I did some fun anomaly detection this past week—detecting website traffic anomalies caused by TV advertising. This stuff is fun.