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Yokkampon, Umaporn; Chumkamon, Sakmongkon; Mowshowitz, Abbe; Fujisawa, Ryusuke; Hayashi, Eiji
Journal of robotics, networking and artificial life, 06/2021, Volume: 8, Issue: 1Journal Article
Analysis of large data sets is increasingly important in business and scientific research. One of the challenges in such analysis stems from uncertainty in data, which can produce anomalous results. This paper proposes a method for detecting an anomaly in time series data using a Support Vector Machine (SVM). Three different kernels of the SVM are analyzed to predict anomalies in the UCR time series benchmark data sets. Comparison of the three kernels shows that the defined parameter values of the Radial Basis Function (RBF) kernel are critical for improving the validity and accuracy in anomaly detection. Our results show that the RBF kernel of the SVM can be used to advantage in detecting anomalies.
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