A System for Simulation: Introducing Outbreaks into Time Series Data

Objective

Several authors have described ways to introduce artificial outbreaks into time series for the purpose of developing, testing, and evaluating the effectiveness and timeliness of anomaly detection algorithms, and more generally, early event detection systems. While the statistical anomaly detection methods take into account baseline characteristics of the time series, these simulated outbreaks are introduced on an ad hoc basis and do not take into account those baseline characteristics. Our objective was to develop statistical-based procedures to introduce artificial anomalies into time series, which thus would have wide applicability for evaluation of anomaly detection algorithms against widely different data streams.