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Thill et al., 2017 - Google Patents

Time series anomaly detection with discrete wavelet transforms and maximum likelihood estimation

Thill et al., 2017

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Document ID
12954301965468875312
Author
Thill M
Konen W
Bäck T
Publication year
Publication venue
Intern. Conference on Time Series (ITISE)

External Links

Snippet

A new algorithm, based on the Discrete Wavelet Transform (DWT), for unsupervised anomaly detection in time series is introduced in this paper. The approach is based on using maximum likelihood estimation (MLE) on the DWT of time series. On a diverse set of 158 …
Continue reading at blogs.gm.fh-koeln.de (PDF) (other versions)

Classifications

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    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6267—Classification techniques
    • G06K9/6279—Classification techniques relating to the number of classes
    • G06K9/6284—Single class perspective, e.g. one-against-all classification; Novelty detection; Outlier detection
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
    • G06K9/6232—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods
    • G06K9/6247—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods based on an approximation criterion, e.g. principal component analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6267—Classification techniques
    • G06K9/6268—Classification techniques relating to the classification paradigm, e.g. parametric or non-parametric approaches
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
    • G06K9/6228—Selecting the most significant subset of features
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/00496—Recognising patterns in signals and combinations thereof
    • G06K9/00536—Classification; Matching
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/00624—Recognising scenes, i.e. recognition of a whole field of perception; recognising scene-specific objects
    • G06K9/00771—Recognising scenes under surveillance, e.g. with Markovian modelling of scene activity
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