Related papers: Hankel-structured Tensor Robust PCA for Multivaria…
In this paper, an unsupervised Recurrent Wavelet Probabilistic Neural Network (RWPNN) is proposed, which aims at detecting anomalies in non-stationary environments by modelling the temporal features using a nonparametric density estimation…
The t-SVD based Tensor Robust Principal Component Analysis (TRPCA) decomposes low rank multi-linear signal corrupted by gross errors into low multi-rank and sparse component by simultaneously minimizing tensor nuclear norm and l 1 norm. But…
We propose an anomaly detection method for multi-variate scientific data based on analysis of high-order joint moments. Using kurtosis as a reliable measure of outliers, we suggest that principal kurtosis vectors, by analogy to principal…
Identifying safety-critical scenarios is essential for autonomous driving, but the rarity of such events makes supervised labeling impractical. Traditional rule-based metrics like Time-to-Collision are too simplistic to capture complex…
In recent work, robust Principal Components Analysis (PCA) has been posed as a problem of recovering a low-rank matrix $\mathbf{L}$ and a sparse matrix $\mathbf{S}$ from their sum, $\mathbf{M}:= \mathbf{L} + \mathbf{S}$ and a provably exact…
Complex networks have now become integral parts of modern information infrastructures. This paper proposes a user-centric method for detecting anomalies in heterogeneous information networks, in which nodes and/or edges might be from…
Accurate spatial-temporal traffic flow forecasting is essential for helping traffic managers to take control measures and drivers to choose the optimal travel routes. Recently, graph convolutional networks (GCNs) have been widely used in…
Detecting anomalous edges in dynamic graphs is an important task in many applications over evolving triple-based data, such as social networks, transaction management, and epidemiology. A major challenge with this task is the absence of…
A cornerstone of the smart grid is the advanced monitorability on its assets and operations. Increasingly pervasive installation of the phasor measurement units (PMUs) allows the so-called synchrophasor measurements to be taken roughly 100…
Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called REAPER, aims to find the principal components by solving a convex…
This paper proposes a probabilistic neural network developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of…
Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…
Hacking and false data injection from adversaries can threaten power grids' everyday operations and cause significant economic loss. Anomaly detection in power grids aims to detect and discriminate anomalies caused by cyber attacks against…
Anomaly detection in graph-structured data is an inherently challenging problem, as it requires the identification of rare nodes that deviate from the majority in both their structural and behavioral characteristics. Existing methods, such…
In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…
In probabilistic principal component analysis (PPCA), an observed vector is modeled as a linear transformation of a low-dimensional Gaussian factor plus isotropic noise. We generalize PPCA to tensors by constraining the loading operator to…
Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…
Traffic Management Centers (TMCs) routinely use traffic cameras to provide situational awareness regarding traffic, road, and weather conditions. Camera footage is quite useful for a variety of diagnostic purposes; yet, most footage is kept…
Modern empirical analysis often relies on high-dimensional panel datasets with non-negligible cross-sectional and time-series correlations. Factor models are natural for capturing such dependencies. A tensor factor model describes the…
Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and…