RAD – Outlier Detection on Big Data(techblog.netflix.com)
techblog.netflix.com
RAD – Outlier Detection on Big Data
http://techblog.netflix.com/2015/02/rad-outlier-detection-on-big-data.html
2 comments
There's also Symbolic Aggregate ApproXimation (SAX) techniques which are very fast and support indexing algorithms.
"A Real-Time System-Adapted Anomaly Detector", 'Information Sciences', volume 115, April, 1999, pages 221-259.
It's a distribution-free statistical hypothesis test for multidimensional data. False alarm rate can be adjusted in small steps over a wide range and, then, is achieved exactly.
It has nothing to do with any Gaussian distribution (is distribution-free), principal components analysis, singular value decomposition, etc.