Vignette Group 2

Time series anomaly detection and change-point on the univariate (potentially multivariate case) for time series economic data from LA concerning unemployment.

Contributors

• Allen Wang
• Edward Ho
• Teo Zeng
• Tianhong Liu

Repository content

• data contains a single .csv files:

  • processed_data.csv contains cleaned data regarding dates, unemployment rates, and other variables

• scripts contains individual R scripts used to generate the models and test

• writeups contains the write-ups for all the finalized work, written summaries of results, and guide's to use techniques.

Assignment Tasks

Analytical tasks for this assignment fall under two categories:

• Anomaly detection on the unemployment rate to find any notable signs over the course of the data.

  • And method's of Anomaly detection and what it is

• Change-point detection on the unemployment rate to find span of years where there was notable changes in unemployment rate

  • And method's of change-point detection and what it is

Reference List

• A review on outlier/anomaly detection in time series data https://arxiv.org/pdf/2002.04236.pdf

• Outlier Detection in Time Series https://s-ai-f.github.io/Time-Series/outlier-detection-in-time-series.html#dimension-reduction-based-approaches