Related papers: Anomaly Detection Model for Imbalanced Datasets
Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…
The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…
State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low…
Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of…
Anomaly detection in medical imaging is a challenging task in contexts where abnormalities are not annotated. This problem can be addressed through unsupervised anomaly detection (UAD) methods, which identify features that do not match with…
In this paper, the impact of false information injection is investigated for linear dynamic systems with multiple sensors. It is assumed that the system is unsuspecting the existence of false information and the adversary is trying to…
Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…
The well-known Kalman filters model dynamical systems by relying on state-space representations with the next state updated, and its uncertainty controlled, by fresh information associated with newly observed system outputs. This paper…
Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…
The goal of anomaly detection is to identify anomalous samples from normal ones. In this paper, a small number of anomalies are assumed to be available at the training stage, but they are assumed to be collected only from several anomaly…
This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…
Computer network anomaly detection and log analysis, as an important topic in the field of network security, has been a key task to ensure network security and system reliability. First, existing network anomaly detection and log analysis…
The Kalman filter is an algorithm for the estimation of hidden variables in dynamical systems under linear Gauss-Markov assumptions with widespread applications across different fields. Recently, its Bayesian interpretation has received a…
This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…
Detailed dynamical systems' models used in the life sciences may include hundreds of state variables and many input parameters, often with physical meaning. Therefore, efficient and unique input parameter identification, from experimental…
Detecting fraudulent activities in financial and e-commerce transaction networks is crucial. One effective method for this is Densest Subgraph Discovery (DSD). However, deploying DSD methods in production systems faces substantial…
The complexity and ubiquity of modern computing systems is a fertile ground for anomalies, including security and privacy breaches. In this paper, we propose a new methodology that addresses the practical challenges to implement anomaly…
Machine learning models have widely been used in fraud detection systems. Most of the research and development efforts have been concentrated on improving the performance of the fraud scoring models. Yet, the downstream fraud alert systems…
Anomaly detection (AD) has been widely studied for decades in many real-world applications, including fraud detection in finance, and intrusion detection for cybersecurity, etc. Due to the imbalanced nature between protected and unprotected…
Life insurance, like other forms of insurance, relies heavily on large volumes of data. The business model is based on an exchange where companies receive payments in return for the promise to provide coverage in case of an accident. Thus,…