Part III: State Estimation and Classical Inference
Chapter 12  [C]

Classical Anomaly and Change Detection

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Sections

  1. 12.1 Point, contextual, and collective anomalies
  2. 12.2 Statistical process control
  3. 12.3 Residuals and thresholds
  4. 12.4 Change-point detection (CUSUM, BOCPD)
  5. 12.5 Isolation Forest, LOF, one-class SVM
  6. 12.6 Evaluation without complete labels (and the point-adjust trap)
  7. 12.7 Alert fatigue and threshold economics

Lab 12

build a telemetry anomaly detector; analyze precision-recall under different alert budgets and a leakage-safe protocol.