Anomaly detection is used to identify outliers, data that is outside the bounds of expectation and demonstrate behavior that is out of the norm.
Using machine learning for anomaly detection has been a game changer. With machine learning algorithms, more complex data can be analyzed all at once.
There are generally two main types of anomaly detection: outlier detection and novelty detection.
In outlier detection, the approach is to use unsupervised machine learning algorithms to pick out undetected anomalies in the training data.
Novelty detection is sometimes referred to as semi-supervised anomaly detection.
OneClassSVM and Isolation Forest methods can be used for detecting anomalies using Python.
OneClassSVM uses support vector machine (SVM) technology for fitting data and making decision boundaries.
Isolation Forest is an ensemble-based method that creates many decision trees by randomly selecting parting features and values.
By using PyCharm for machine learning on a Jupyter project, you can easily organize, analyze and visualize your data and graphs for anomaly detection.
This blog post demonstrates how to implement OneClassSVM and Isolation Forest methods and use STI decomposition to detect anomalies in time series data.