Dependency Anomaly Detection for Heterogeneous Time Series: A Granger-Lasso Approach

Sahar Behzadi, Katerina Hlavácková-Schindler, Claudia Plant. Dependency Anomaly Detection for Heterogeneous Time Series: A Granger-Lasso Approach. In Raju Gottumukkala, Xia Ning, Guozhu Dong, Vijay Raghavan, Srinivas Aluru, George Karypis, Lucio Miele, Xindong Wu, editors, 2017 IEEE International Conference on Data Mining Workshops, ICDM Workshops 2017, New Orleans, LA, USA, November 18-21, 2017. pages 1090-1099, IEEE Computer Society, 2017. [doi]

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