Work

The Theory and Taxonomy of Spike Anomalies in Time Series Data: A Short Glance

Year: 2026
Type: preprint
Abstract: A spike is an excursion of a process away from its current level. This short note develops the formal theory of spikes and their first differences on a uniform sampling distribution: a full taxonomy, the symmetry–antisymmetry theorem is then introduced which links the shape of a spike to the shape of its difference signal, the slope-ratio identity that recovers rise/decay asymmetry from the difference amplitudes and the two artefacts of discrete sampling – aliasing and the at the end-of-day time series lag – that make the detected day of a spike convention-dependent. The note contributes to classical foundations of spike analysis and developments in spike and anomaly detection.
Source: Figshare
Language: English
Open Access status: green
OpenAlex ID: W7224635529
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