@article{AHMAD2017134,
title = "Unsupervised real-time anomaly detection for streaming data",
journal = "Neurocomputing",
volume = "262",
pages = "134 - 147",
year = "2017",
note = "Online Real-Time Learning Strategies for Data Streams",
issn = "0925-2312",
doi = "10.1016/j.neucom.2017.04.070",
url = "https://www.sciencedirect.com/science/article/pii/S0925231217309864/",
author = "Subutai Ahmad and Alexander Lavin and Scott Purdy and Zuha Agha",
}

@article{bardwell2017,
author = "Bardwell, Lawrence and Fearnhead, Paul",
doi = "10.1214/16-BA998",
fjournal = "Bayesian Analysis",
journal = "Bayesian Anal.",
month = "03",
number = "1",
pages = "193--218",
publisher = "International Society for Bayesian Analysis",
title = "Bayesian Detection of Abnormal Segments in Multiple Time Series",
comment = {url = {https://doi.org/10.1214/16-BA998}},
volume = "12",
year = "2017"
}


@article{2019MVCAPA,
   author = {{Fisch}, A.~T.~M. and {Eckley}, I.~A. and {Fearnhead}, P.},
    title = "{Subset multivariate collective and point anomaly detection}",
  journal = {ArXiv e-prints},
   eprint = {https://arxiv.org/abs/1909.01691},
 primaryClass = "stat.ME",
 keywords = {Statistics - Methodology, Statistics - Machine Learning, Computer Science - Learning, Statistics - Applications},
     year = 2019,
    month = aug,
   adsurl = {http://adsabs.harvard.edu/abs/2019arXiv190901691F},
  adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}


@article{2018arXiv180601947F,
   author = {{Fisch}, A.~T.~M. and {Eckley}, I.~A. and {Fearnhead}, P.},
    title = "{A linear time method for the detection of point and collective anomalies}",
    journal = {ArXiv e-prints},
%archivePrefix = "arXiv",
eprint = {https://arxiv.org/abs/1806.01947},
% eprint = {1806.01947},
 primaryClass = "stat.ML",
 keywords = {Statistics - Machine Learning, Computer Science - Learning, Statistics - Applications, Statistics - Methodology},
     year = 2018,
    month = jun,
   adsurl = {http://adsabs.harvard.edu/abs/2018arXiv180601947F},
  adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}


@article{10.1093/biomet/ass059,
    author = {Jeng, X. Jessie and Cai, T. Tony and Li, Hongzhe},
    title = "{Simultaneous discovery of rare and common segment variants}",
    journal = {Biometrika},
    volume = {100},
    number = {1},
    pages = {157-172},
    year = {2012},
    month = {12},
    abstract = "{Copy number variant is an important type of genetic structural variation appearing in germline DNA, ranging from common to rare in a population. Both rare and common copy number variants have been reported to be associated with complex diseases, so it is important to identify both simultaneously based on a large set of population samples. We develop a proportion adaptive segment selection procedure that automatically adjusts to the unknown proportions of the carriers of the segment variants. We characterize the detection boundary that separates the region where a segment variant is detectable by some method from the region where it cannot be detected. Although the detection boundaries are very different for the rare and common segment variants, it is shown that the proposed procedure can reliably identify both whenever they are detectable. Compared with methods for single-sample analysis, this procedure gains power by pooling information from multiple samples. The method is applied to analyse neuroblastoma samples and identifies a large number of copy number variants that are missed by single-sample methods.}",
    issn = {0006-3444},
    doi = {10.1093/biomet/ass059},
    url = {https://academic.oup.com/biomet/article/100/1/157/193108}
}




@article{ecp-package,
    title = {{ecp}: An {R} Package for Nonparametric Multiple Change Point Analysis of Multivariate Data},
    author = {Nicholas A. James and David S. Matteson},
    journal = {Journal of Statistical Software},
    year = {2014},
    volume = {62},
    number = {7},
    pages = {1--25},
    url = {http://www.jstatsoft.org/v62/i07/},
  }


@article{Schruben:1983:OTI:2771114.2771123,
 author = {Schruben, L. and Singh, H. and Tierney, L.},
 title = {Optimal Tests for Initialization Bias in Simulation Output},
 journal = {Oper. Res.},
 issue_date = {December 1983},
 volume = {31},
 number = {6},
 month = dec,
 year = {1983},
 issn = {0030-364X},
 pages = {1167--1178},
 numpages = {12},
 url = {http://dx.doi.org/10.1287/opre.31.6.1167},
 doi = {10.1287/opre.31.6.1167},
 acmid = {2771123},
 publisher = {INFORMS},
 address = {Institute for Operations Research and the Management Sciences (INFORMS), Linthicum, Maryland, USA},
 keywords = {767 statistical analysis},
}

@misc{alex2020real,
    title={Real Time Anomaly Detection And Categorisation},
    author={Alexander T. M. Fisch and Lawrence Bardwell and Idris A. Eckley},
    year={2020},
    eprint={2009.06670},
    archivePrefix={arXiv},
    primaryClass={stat.ME}
}
