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Anomaly detection for multiple correlated variables (sensors)

Cross Validated Asked by Shawn Strasser on January 18, 2021

I have time series data from multiple sensors detecting vehicles driving through the sensor zone. I’m aggregating the total actuations for each sensor in 15-minute bins. The sensors are correlated, total actuations rise and fall together over the course of the day.

I’m using standard deviation for each sensor for a given hour of the day over past month to detect anomalies for each sensor but this doesn’t work well if there are too many anomalies. Is there a way I can compare total actuations across the correlated sensors?

I’m doing this in SQL and Power Bi.
Thanks!

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