Team: Rebecca Salles (CEFET/RJ), Janio Lima (CEFET/RJ), Lais Baroni (CEFET/RJ), Antonio Castor Jr (CEFET/RJ), Leonardo Carvalho (CEFET/RJ), Heraldo Borges (CEFET/RJ), Diego Carvalho (CEFET/RJ), Rafaelli Coutinho (CEFET/RJ), Eduardo Bezerra (CEFET/RJ), Esther Pacitti (INRIA & University of Montpellier), Fabio Porto (LNCC), Eduardo Ogasawara (CEFET/RJ). |
Harbinger is a framework for event detection in time series. It provides an integrated environment for time series anomaly detection, change points, and motif discovery. It provides a broad range of event detection methods and functions for plotting and evaluating event detections.
In the anomaly part, methods are based on machine learning model deviation (Conv1D, ELM, MLP, LSTM, Random Regression Forest, SVM), machine learning classification model (Decision Tree, KNN, MLP, Naive Bayes, Random Forest, SVM), clustering (kmeans and DTW) and statistical methods (ARIMA, FBIAD, GARCH).
In the change points part, methods are based on linear regression, ARIMA, ETS, and GARCH. In the motifs part, methods are based on Hash and Matrix Profile. There are specific methods for multivariate series. The evaluation of detections includes both traditional and soft computing.
Harbinger architecture is based on Experiment Lines and is built on top of the DAL Toolbox. Such an organization makes it easy to customize and add novel methods to the framework.
The framework and examples are made available at https://cefet-rj-dal.github.io/harbinger.