Maximally divergent intervals for extreme weather event detection

We approach the task of detecting anomalous or extreme events in multivariate spatio-temporal climate data using an unsupervised machine learning algorithm for detection of anomalous intervals in time-series. In contrast to many existing algorithms for outlier and anomaly detection, our method does not search for point-wise anomalies, but for contiguous anomalous intervals. We demonstrate the suitability of our approach through numerous experiments on climate data, including detection of hurricanes, North Sea storms, and low-pressure fields.