Anomaly Detection

  1. Statistical Methods for Anomaly Detection
    1. Parametric Statistical Methods
      1. Gaussian-Based Methods
        1. Univariate Gaussian Models
          1. Parameter Estimation
            1. Probability Density Functions
              1. Threshold Selection
              2. Multivariate Gaussian Models
                1. Covariance Matrix Estimation
                  1. Mahalanobis Distance
                    1. Hotelling's T-squared Test
                  2. Z-Score Methods
                    1. Standard Z-Score
                      1. Modified Z-Score
                        1. Robust Z-Score
                          1. Threshold Selection Strategies
                          2. Statistical Tests for Outliers
                            1. Grubbs' Test
                              1. Single Outlier Detection
                                1. Multiple Outlier Extensions
                                  1. Assumptions and Limitations
                                  2. Dixon's Q Test
                                    1. Test Statistics
                                      1. Critical Values
                                        1. Sample Size Considerations
                                        2. Rosner's Test
                                          1. Generalized Extreme Studentized Deviate Test
                                        3. Non-Parametric Statistical Methods
                                          1. Histogram-Based Methods
                                            1. Histogram-Based Outlier Score
                                              1. Bin Selection Strategies
                                                1. Score Calculation Methods
                                                2. Kernel Density Estimation
                                                  1. Kernel Functions
                                                    1. Bandwidth Selection
                                                      1. Rule of Thumb Methods
                                                        1. Cross-Validation Methods
                                                          1. Plug-in Methods
                                                          2. Density-Based Outlier Detection
                                                          3. Quantile-Based Methods
                                                            1. Interquartile Range Method
                                                              1. Tukey's Fences
                                                                1. Percentile-Based Thresholds
                                                                  1. Robust Quantile Estimation
                                                                  2. Rank-Based Methods
                                                                    1. Rank-Based Outlier Detection
                                                                      1. Order Statistics
                                                                        1. Wilcoxon-Based Methods

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                                                                    2. Data Fundamentals for Anomaly Detection

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                                                                    4. Proximity-Based Anomaly Detection Methods