相关论文: Covariate-dependent control limits for the detecti…

This work presents AEGIS, a novel mixed-signal framework for real-time anomaly detection by examining sensor stream statistics. AEGIS utilizes Kernel Density Estimation (KDE)-based non-parametric density estimation to generate a real-time…

The interactive exploration of large and evolving datasets is challenging as relationships between underlying variables may not be fully understood. There may be hidden trends and patterns in the data that are worthy of further exploration…

Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three…

Because of the curse-of-dimensionality, high-dimensional processes present challenges to traditional multivariate statistical process monitoring (SPM) techniques. In addition, the unknown underlying distribution and complicated dependency…

We reconsider the classic problem of recovering exogenous variation from an endogenous regressor. Two-stage least squares recovers exogenous variation through presuming the existence of an instrumental variable. We rely instead on the…

Clustering is an important data mining technique where we will be interested in maximizing intracluster distance and also minimizing intercluster distance. We have utilized clustering techniques for detecting deviation in product sales and…

This paper is concerned with a store-choice model for investigating consumers' store-choice behavior based on scanner panel data. Our store-choice model enables us to evaluate the effects of the consumer/product attributes not only on the…

Low-count time series describe sparse or intermittent events, which are prevalent in large-scale online platforms that capture and monitor diverse data types. Several distinct challenges surface when modelling low-count time series,…

Previous research primarily characterized price movements according to time intervals, resulting in temporal discontinuity and overlooking crucial activities in financial markets. Directional Change (DC) is an alternative approach to…

Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

The HDoutliers algorithm is a powerful unsupervised algorithm for detecting anomalies in high-dimensional data, with a strong theoretical foundation. However, it suffers from some limitations that significantly hinder its performance level,…

In this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response or a class label. We develop a new non-parametric approach for conditional anomaly detection based on the…

We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We represent images as matrix data and allow for temporal dependence,…

We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact…

We propose a novel procedure for outlier detection in functional data, in a semi-supervised framework. As the data is functional, we consider the coefficients obtained after projecting the observations onto orthonormal bases (wavelet, PCA).…

We provide a brief summary of the observed sum rule anomalies in the high-T$_c$ cuprate materials. A recent issue has been the impact of a non-infinite frequency cutoff in the experiment. In the normal state, the observed anomalously high…

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

An important goal of online comparison shopping services is to "convert" a viewer from general product category pages (for example product groups such as "smartphones" or "air-conditioners") to detailed product pages and ultimately to order…