基于移相加权球面单簇聚类的周期时间序列异常检测

针对传统的单分类器不适用于周期时间序列的异常检测,提出了一种基于移相加权球面单簇聚类的单分类器PS-WS1M-OCC.通过在聚类过程中增加高效的循环移位操作,解决了时间序列记录之间相似度计算的问题.另一方面,基于时间序列记 录的权重分布,提出了新的阈值自适应确定方法,从而使单分类器对训练集包含的异常数据和参数设置不敏感.实验表明,本文提出的单分类器可以用于周 期时间序列的异常检测;与传统的单分类器相比,可以成功地从包含异常数据的训练集中进行无监督学习,对训练集包含的异常数据鲁棒,并且对参数不敏感.     

A new method for anomaly detection based on non-convex boundaries with random two-dimensional projections

The implementation of anomaly detection systems represents a key problem that has been focusing the efforts of scientific community. In this context, the use one-class techniques to model a training set of non-anomalous objects can play a significant role. One common approach to face the one-class problem is based on determining the geometric boundaries of the target set. More specifically, the use of convex hull combined with random projections offers good results but presents low performance when it is applied to non-convex sets. Then, this work proposes a new method that face this issue by implementing non-convex boundaries over each projection. The proposal was assessed and compared with the most common one-class techniques, over different sets, obtaining successful results.     

基于单簇聚类的数据描述

文中提出了一种基于单簇可能性C-均值聚类(Possibilistjc C-Means,PCM)的数据描述方法并用于单分类.训练时,其首先进行P1M(PCM,C值取1)聚类,得到所有训练样本对目标类的隶属度;然后设置隶属度阈值,形成相应的数据描述进行单分类.分类时,计算新样本对目标类的隶属度,若其隶属度小于该阈值则判为异常,否则为正常.该方法和当前流行的支持向量域数据描述方法以及Parzen方法窗具有类似的参数配置和相当的分类性能,由此提供了另一种单分类学习算法.值得指出的是,尽管是PCM的一个特例,但P1M拥有PCM一般不具备的全局最优特性,而该特性对解决实际问题十分重要.     

Rule-based OneClass-DS learning algorithm

One-class learning algorithms are used in situations when training data are available only for one class, called target class. Data for other class(es), called outliers, are not available. One-class learning algorithms are used for detecting outliers, or novelty, in the data. The common approach in one-class learning is to use density estimation techniques or adapt standard classification algorithms to define a decision boundary that encompasses only the target data. In this paper, we introduce OneClass-DS learning algorithm that combines rule-based classification with greedy search algorithm based on density of features. Its performance is tested on 25 data sets and compared with eight other one-class algorithms; the results show that it performs on par with those algorithms.     

人脸确认的动态支持向量数据描述方法

人脸的确认实质上是一个一类分类问题或野点检测问题,即只需要精确地描述某一类样本的分布,而将该类样本之外大范围内的样本点视为野点.为了能精确地描述某一类样本的分布,在对国内外现有统计学习理论和核方法进行研究的基础上,针对＂人脸确认＂这一特定的应用对象,分析了已有的一类分类算法,即支持向量数据描述方法在处理动态样本中存在的不足,进而指出,随着训练样本数目的增加,该算法会因为过大的优化规模而无法实际操作,为此提出了用于人脸确认的动态支持向量数据描述算法.由于新算法在优化过程中,仅需要考虑待检测样本和原有支持向量集,从而可以大大降低优化过程中涉及的运算规模和内存需求,进而可保证人脸确认过程中的实时性与动态性要求.     

Novelty detection in wildlife scenes through semantic context modelling

Novelty detection is an important functionality that has found many applications in information retrieval and processing. In this paper we propose a novel framework that deals with novelty detection in multiple-scene image sets. Working with wildlife image data, the framework starts with image segmentation, followed by feature extraction and classification of the image blocks extracted from image segments. The labelled image blocks are then scanned through to generate a co-occurrence matrix of object labels, representing the semantic context within the scene. The semantic co-occurrence matrices then undergo binarization and principal component analysis for dimension reduction, forming the basis for constructing one-class models on scene categories. An algorithm for outliers detection that employs multiple one-class models is proposed. An advantage of our approach is that it can be used for novelty detection and scene classification at the same time. Our experiments show that the proposed approach algorithm gives favourable performance for the task of detecting novel wildlife scenes, and binarization of the semantic co-occurrence matrices helps increase the robustness to variations of scene statistics.     

基于一类分类的时间序列异常值检测

论文结合相空间重构理论与一类分类方法提出一种时间序列中的异常值检测方法。该方法首先将时间序列映射到相空间,然后对相空间中的点实行一类分类,最后,根据KKT条件进行异常值检测。仿真实验结果表明了所给方法的可行性和有效性。     

Structured one-class classification.

The one-class classification problem aims to distinguish a target class from outliers. The spherical one-class classifier (SOCC) solves this problem by finding a hypersphere with minimum volume that contains the target data while keeping outlier samples outside. SOCC achieves satisfactory performance only when the target samples have the same distribution tendency in all orientations. Therefore, the performance of the SOCC is limited in the way that many superfluous outliers might be mistakenly enclosed. The authors propose to exploit target data structures obtained via unsupervised methods such as agglomerative hierarchical clustering and use them in calculating a set of hyperellipsoidal separating boundaries. This method is named the structured one-class classifier (TOCC). The optimization problem in TOCC can be formulated as a series of second-order cone programming problems that can be solved with acceptable efficiency by primal-dual interior-point methods. The experimental results on artificially generated data sets and benchmark data sets demonstrate the advantages of TOCC.     

Detection of additive outliers in bilinear time series

Outliers are commonplace in applied time series analysis. Additive outliers could happen in linear time series as well as nonlinear time series. However, their existence is often ignored and their impact overlooked in nonlinear processes. The problem of detecting additive outliers in bilinear time series is considered in this work. We show how Gibbs sampler can be applied to detect aberrant observations in bilinear processes. We also discuss some major problems encountered in practice, such as how one can distinguish between ARMA model with outliers and a bilinear model without outliers. The methodology proposed is illustrated using some generated examples and the US monthly retail price of regular unleaded gasoline. The results obtained by the proposed procedure are informative. The major strength of this procedure is that it can identify those observations which would require more careful scrutinizing.     

Improved one-class classification using filled function

Novelty detection is the identification of new observation that a machine learning system is not aware. Detecting novel instances is one of the interesting topics in recent studies. The problem of the current methods is their high run-time, so often make them unusable for large data sets. This paper presents the proposed method concerning this problem. Focusing on the task of one-class classification, the labeled data are mapped into two hypersphere regions for target and non-target objects. This mapping process is considered as a nonlinear programming. The problem is solved by employing the filled function for finding global minimizer. The global minimizer is considered as a boundary which is fit the target class. In the end, a one-class classifier to detect target class members is obtained. To present the power of the proposed method, several experiments have been conducted based on 10-fold cross-validation over real-world data sets from UCI repository. Experimental results show that the proposed method is superior than the state-of-the-art competing methods regarding applied evaluation metrics.     

Outlier detection based on a dynamic ensemble model: Applied to process monitoring

This paper focuses on outlier detection and its application to process monitoring. The main contribution is that we propose a dynamic ensemble detection model, of which one-class classifiers are used as base learners. Developing a dynamic ensemble model for one-class classification is challenging due to the absence of labeled training samples. To this end, we propose a procedure that can generate pseudo outliers, prior to which we transform outputs of all base classifiers to the form of probability. Then we use a probabilistic model to evaluate competence of all base classifiers. Friedman test along with Nemenyi test are used together to construct a switching mechanism. This is used for determining whether one classifier should be nominated to make the decision or a fusion method should be applied instead. Extensive experiments are carried out on 20 data sets and an industrial application to verify the effectiveness of the proposed method.     

Selecting locally specialised classifiers for one-class classification ensembles

One-class classification belongs to the one of the novel and very promising topics in contemporary machine learning. In recent years ensemble approaches have gained significant attention due to increasing robustness to unknown outliers and reducing the complexity of the learning process. In our previous works, we proposed a highly efficient one-class classifier ensemble, based on input data clustering and training weighted one-class classifiers on clustered subsets. However, the main drawback of this approach lied in difficult and time consuming selection of a number of competence areas which indirectly affects a number of members in the ensemble. In this paper, we investigate ten different methodologies for an automatic determination of the optimal number of competence areas for the proposed ensemble. They have roots in model selection for clustering, but can be also effectively applied to the classification task. In order to select the most useful technique, we investigate their performance in a number of one-class and multi-class problems. Numerous experimental results, backed-up with statistical testing, allows us to propose an efficient and fully automatic method for tuning the one-class clustering-based ensembles.     

Robust multilayer neural network based on median neuron model

Multilayer perceptron has been widely used in time series forecasting for last two decades. However, it is a well-known fact that the forecasting performance of multilayer perceptron is negatively affected when data have outliers and this is an important problem. In recent years, some alternative neuron models such as generalized-mean neuron, geometric mean neuron, and single multiplicative neuron have been also proposed in the literature. However, it is expected that forecasting performance of artificial neural network approaches based on these neuron models can be also negatively affected by outliers since the aggregation function employed in these models is based on mean value. In this study, a new multilayer feed forward neural network, which is called median neuron model multilayer feed forward (MNM-MFF) model, is proposed in order to deal with this problem caused by outliers and to reach high accuracy level. In the proposed model, unlike other models suggested in the literature, MNM which has median-based aggregation function is employed. MNM is also firstly defined in this study. MNM-MFF is a robust neural network method since aggregation functions in MNM-MFF are based on median, which is not affected much by outliers. In addition, to train MNM-MFF model, particle swarm optimization method was utilized. MNM-MFF was applied to two well-known time series in order to evaluate the performance of the proposed approach. As a result of the implementation, it was observed that the proposed MNM-MFF model has high forecasting accuracy and it is not affected by outlier as much as multilayer perceptron model. Proposed method brings improvement in 7 % for data without outlier, in 90 % for data with outlier, in 95 % for data with bigger outlier.     

Generalized mean for feature extraction in one-class classification problems

Biased discriminant analysis (BDA), which extracts discriminative features for one-class classification problems, is sensitive to outliers in negative samples. This study focuses on the drawback of BDA attributed to the objective function based on the arithmetic mean in one-class classification problems, and proposes an objective function based on a generalized mean. A novel method is also presented to effectively maximize the objective function. The experimental results show that the proposed method provides better discriminative features than the BDA and its variants.     

Covariance-guided One-Class Support Vector Machine

In one-class classification, the low variance directions in the training data carry crucial information to build a good model of the target class. Boundary-based methods like One-Class Support Vector Machine (OSVM) preferentially separates the data from outliers along the large variance directions. On the other hand, retaining only the low variance directions can result in sacrificing some initial properties of the original data and is not desirable, specially in case of limited training samples. This paper introduces a Covariance-guided One-Class Support Vector Machine (COSVM) classification method which emphasizes the low variance projectional directions of the training data without compromising any important characteristics. COSVM improves upon the OSVM method by controlling the direction of the separating hyperplane through incorporation of the estimated covariance matrix from the training data. Our proposed method is a convex optimization problem resulting in one global optimum solution which can be solved efficiently with the help of existing numerical methods. The method also keeps the principal structure of the OSVM method intact, and can be implemented easily with the existing OSVM libraries. Comparative experimental results with contemporary one-class classifiers on numerous artificial and benchmark datasets demonstrate that our method results in significantly better classification performance.     

基于近邻传播的离群点检测算法

离群点是与其他正常点属性不同的一类对象,其检测技术在各行业上均有维护数据纯度、保障业内安全等重要应用,现有算法大多是基于距离、密度等传统方法判断检测离群点.本算法给每个对象分配一个"孤立度",即该点相对其邻点的孤立程度,通过排序进行判定,比传统算法效率更高.在AP(affinity propagation)聚类算法的基础上进行改进与优化,提出能检测异常数据点的算法APO(outlier detection algorithm based on affinity propagation).通过加入孤立度模块并计算处理样本点的孤立信息,并引入放大因子,使其与正常点之间的差异更明显,通过增大算法对离群点的敏感性,提高算法的准确性.分别在模拟数据集和真实数据集上进行对比实验,结果表明:该算法与AP算法相比,对离群点的敏感性更加强烈,且本算法检测离群点的同时也能聚类,是其他检测算法所不具备的.     

Robust ε-contaminated gaussian filtering of discrete-time linear systems

A robust slate estimation of multi-input single-output discrete-time linear systems is considered, where both the system disturbance and observation noise sequences contain outliers. The robust estimation problem is mathematically formulated for a special case assuming that the samples of the system disturbance and observation noise are from a known ε-contaminated gaussian density and a partially known ε-contaminated gaussian density, respectively. Through Monte Carlo simulations, the performance of the proposed robust filter is compared with that of the gaussian sum filter, which is the best non-linear filter when the densities of the underlying uncertainties are completely known. Comparison is also made between the proposed filter and some other available candidates.     

增强型单类支持向量机

现有基于超平面的单类分类器,包括one-class SVM(OCSVM)和马氏one-class SVM(MOCSVM),由于未考虑数据的结构信息或粒度较粗,寻找的超平面很可能是次优解.为此,增强型单类支持向量机(enhanced OCSVM,EnOCSVM)通过在现有SVM算法中加入数据先验信息以克服其不足.首先,EnOCSVM通过聚类得到数据的内在分布簇,而后将各簇结构信息嵌入到OCSVM框架中,最大化间隔的同时,优化输出空间中各簇数据的繁性.由于保留了SVM框架不变,EnOCSVM仍具备原算法的全部优点,并因结合了数据的簇结构信息而具有更好的推广性.标准数据集上的实验表明,EnOCSVM的推广性能较OCSVM和MOCSVM均有显著提高.     

Real time multiple objects tracking and identification based on discrete wavelet transform

A new method for detecting and tracking multiple moving objects based on discrete wavelet transform and identifying the moving objects by their color and spatial information is proposed in this paper. Many tracking algorithms have better performance under static background but get worse results under background with fake motions. Therefore, most of the tracking algorithms are used indoors instead of outdoor environment. Since discrete wavelet transform has a nice property that it can divide a frame into four different frequency bands without loss of the spatial information, it is adopted to solve this problem due to the fact that most of the fake motions in the background can be decomposed into the high frequency wavelet sub-band. In tracking multiple moving objects, many applications have problems when objects pass across each other. Color and spatial information are used in this paper to solve this problem. The experimental results prove the feasibility and usefulness of the proposed method.