Here we will focus on Unsupervised Point Anomaly Detection

Types of Detection Methods

• Supervised Anomaly Detection
• Semi-supervised Anomaly Detection
• Unsupervised Anomaly Detection

Types of Anamlies

• Point anomalies
• Contextual Anomalies
• Collective Anomalies

Point Anomaly (Outlier) Detection Approaches

Extreme Value Analysis

Extreme value analysis is a very specific kind of outlier analysis where the data points at the outskirts of the data are reported as outliers. Eg tails of normal distribution

extreme value analysis의 단점은 위 사진 의 가운데에 떨어져있는 point는 outlier로 판별할 수 없다.

Univariate Extreme Value Analysis

Symmetric Distribution

Asymmetric Distribution