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The main idea of this article is to introduce a feedback connection to combine several algorithms with respect to the forecasting and the detecting in a single algorithm. More precisely, Xgboost and long short\u2010term memory are used for forecastor and one\u2010class support vector machine and robust random cut forest are used for detector. Combining those 2\u2009\u00d7\u20092 schemes leads to the overall four algorithms, and future anomalies can be detected before they occur. The effectiveness of the proposed algorithms is verified through some comparative simulations of an IEEE 3\u2010bus system with various faults. More interestingly, the detecting accuracies obtained through the two schemes of taking robust random cut forest are shown to be improved by 10% than those of employing the one\u2010class support vector machine. For the forecasting part, Xgboost is regarded as involving the fastest prediction speed for online implementations, and thus the combination of Xgboost and robust random cut forest can be the most suitable choice for anomaly forecasting for power system fault events.<\/jats:p>","DOI":"10.1002\/aisy.202401141","type":"journal-article","created":{"date-parts":[[2025,4,7]],"date-time":"2025-04-07T00:47:59Z","timestamp":1743986879000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["A Novel Anomaly Forecasting in Time\u2010Series Data: Feedback Connection between Forecasting and Detecting Algorithms with Applications to Power Systems"],"prefix":"10.1002","volume":"7","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-8894-8573","authenticated-orcid":false,"given":"Hyung Tae","family":"Choi","sequence":"first","affiliation":[{"name":"Department of Electrical Engineering Pohang University of Science and Technology (POSTECH)  Pohang 37673 Republic of Korea"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-5655-9733","authenticated-orcid":false,"given":"Hae Yeon","family":"Park","sequence":"additional","affiliation":[{"name":"Department of Electrical Engineering Pohang University of Science and Technology (POSTECH)  Pohang 37673 Republic of Korea"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0009-0005-0001-3965","authenticated-orcid":false,"given":"Taewan","family":"Kim","sequence":"additional","affiliation":[{"name":"Department of Electrical Engineering Pohang University of Science and Technology (POSTECH)  Pohang 37673 Republic of Korea"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-5387-2895","authenticated-orcid":false,"given":"Jung Hoon","family":"Kim","sequence":"additional","affiliation":[{"name":"Department of Electrical Engineering Pohang University of Science and Technology (POSTECH)  Pohang 37673 Republic of Korea"},{"name":"Institute for Convergence Research and Education in Advanced Technology Yonsei University  Incheon 21983 Republic of Korea"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2025,4,6]]},"reference":[{"key":"e_1_2_11_2_1","doi-asserted-by":"publisher","DOI":"10.2307\/j.ctv14jx6sm"},{"key":"e_1_2_11_3_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00704-009-0214-x"},{"key":"e_1_2_11_4_1","first-page":"13","volume":"4","author":"Mondal P.","year":"2014","journal-title":"Int. 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