计算机科学 ›› 2014, Vol. 41 ›› Issue (5): 263-265.doi: 10.11896/j.issn.1002-137X.2014.05.055
郭小芳,李锋,宋晓宁,刘庆华
GUO Xiao-fang,LI Feng,SONG Xiao-ning and LIU Qing-hua
摘要： 为了提高时间序列的异常检测算法的精度,根据主成分的累积贡献率选择序列及其主成分,在k_近邻局部离群点检测算法中采用加权Euclid范数距离作为k_近邻距离,从而实现对多变量时间序列的异常检测。为了验证算法的有效性,对测试数据进行了异常检测。实验结果表明,算法的精度和查全率比传统方法具有更大的优越性。
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