Glossary · Business Analytics

Anomaly Detection

also: outlier detection · isolation forest

Definition

Anomaly detection identifies observations that deviate meaningfully from expected behavior, accounting for trend, seasonality, and variance. In revenue data it separates true incidents (payment outages, pricing bugs) from normal fluctuation. Isolation forests and Prophet-based decomposition are the practical workhorses.

Simple z-score thresholds fail on real business data because variance is non-constant and seasonality is multi-layered (daily, weekly, holiday). Prophet-based decomposition fits trend + seasonality and flags residuals beyond an uncertainty interval. Isolation forests score anomalousness based on how easy a point is to isolate in random partitioning — a model-free, density-based approach that handles mixed feature types.

Essays on this concept