Must Read Anomaly Detection Papers

Hi All,

I’m a practicing data scientist and looking to study up on Anomaly Detection.

I discovered HTM and Numenta from this Neurocomputing paper and in the process of playing around with NuPIC and NAB.

I’m also just trying to do more reading in general of Anomaly Detection related papers to get a sort of survey or feel for the various approaches out there.

From looking at some of the other threads i’m pretty sure there are some serious experts in the field here, so was thinking a thread of recommended reading for newbies like myself could be something that could be worth making and useful for other’s who may come along.

I had a quick look and could not find any existing threads quite like this but apologies if there is and i’ve missed them.

I’ve been working backwards from some of the references in the above paper, but finding that once i go a couple deep i end up not quite sure about what would be the best papers to read or just how to prioritize them even.

So would be really grateful for any recommendations from the community on here if you can spare a minute or two and think worthwhile sharing.

Many thanks,
Andy

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Also read:

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Twitter’s Anomaly Detection paper is good:

Although that NAB paper has a good overview of modern methods. Don’t forget that simple statistics can still get you a long way!

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Yahoo EGADS Paper looks interesting too.

Generic and Scalable Framework for Automated
Time-series Anomaly Detection


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