Solved – Decision Tree for Time Series Anomaly Detection

Question

I have learned recently to train decision trees in R with data.
Now I have a problem in which the data is a time series and I would like to use the same approach to detect when the time series presents and anomalous pattern.

Is it possible to train decision trees with times series data?
I see that the main problem in is the labelling for informing the algorithm when the time series is anomalous.

Answer 1

If I may, there is a much simpler and better way.

Vipin Kumar and colleages performed an extensive empirical evaluation and noted that

... on 19 different publicly available data sets, comparing 9 different techniques (time series discords) is the best overall technique.

See here.