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Fig 1.

Illustration of anomaly detection rule (Univariate case when ).

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Fig 1 Expand

Table 1.

Performance on Yahoo A1 benchmark.

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Table 1 Expand

Fig 2.

Best F1 scores on all A1 benchmark time series.

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Fig 2 Expand

Fig 3.

Anomaly detection result on time series No.36.

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Fig 4.

Estimates of the state variables for time series No.36.

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Fig 5.

Anomaly detection result on time series No.61.

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Table 2.

Performance on NAB realAdExchange.

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Table 2 Expand

Fig 6.

Anomaly detection result on exchange-4_cpm_results.

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Fig 7.

Anomaly detection result on exchange-3_cpc_results.

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Fig 8.

Data for application.

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Table 3.

Parameter estimates.

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Table 3 Expand

Fig 9.

Application result.

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Fig 10.

Detected anomalies.

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Fig 11.

PV via e-mail newsletter by day of week.

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Fig 12.

Filtered value of day-of-week component.

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Table 4.

List of days detected as anomalies.

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Table 4 Expand

Fig 13.

Number of detected anomalies by threshold .

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