Machine learning time series anomaly detection

Abstract

A method includes receiving a time series anomaly detection query from a user and training one or more models using a set of time series data values. For each respective time series data value in the set, the method includes determining, using the trained models, an expected data value for the respective time series data value and determining a difference between the expected data value and the respective time series data value. The method also includes determining that the difference between the expected data value and the respective time series data value satisfies a threshold. In response to determining that the difference between the expected data value and the respective time series data value satisfies the threshold, the method includes determining that the respective time series data value is anomalous and reporting the anomalous respective time series data value to the user.