Presentation | 2011-05-20 Connection between Gaussian Processes and Similarity Based Modeling for Anomaly Detection Shinsaku OZAKI, Toshikazu WADA, Shunji MAEDA, Hisae SHIBUYA, |
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Abstract(in English) | Anomaly detection can be applied to health monitoring of industrial plants, human medical conditions, vehicle conditions, and so on. A well-known anomaly detection method "Similarity Based Modeling" (SBM) proposed by Stephan W. Wegerich is acknowledged as an effective and essential method in this field. This report first shows that SBM is naturally derived as a special case of "Gaussian Processes" (GP) by regarding the similarity function in SBM as the kernel function in GP, where GP was proposed before the SBM patent. This fact provides us a new interpretation that GP is an example based nonlinear regression method. Based on this interpretation, next we proposed a method for relaxing the scalability problem of GP, that is, a method for reducing the size of gram matrix consisting of pairwise similarities on training samples. This method picks up the reference data for explaining the input data from the training dataset and dynamically construct "reduced" gram matrix. By using this matrix, we can estimate the output without losing the accuracy. The anomaly detection algorithm is applied to practical health monitoring problem of an electric plant with human operation and we confirmed that our algorithm successfully detect the pre-fault events before the actual fault. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Anomaly detection / Gaussian processes / Statistical and temporal analysis / Similarity Based Modeling |
Paper # | IE2011-32,PRMU2011-24,MI2011-24 |
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Committee | PRMU |
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Conference Date | 2011/5/12(1days) |
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Registration To | Pattern Recognition and Media Understanding (PRMU) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Connection between Gaussian Processes and Similarity Based Modeling for Anomaly Detection |
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Keyword(1) | Anomaly detection |
Keyword(2) | Gaussian processes |
Keyword(3) | Statistical and temporal analysis |
Keyword(4) | Similarity Based Modeling |
1st Author's Name | Shinsaku OZAKI |
1st Author's Affiliation | Graduate School of Systems Engineering, Wakayama University() |
2nd Author's Name | Toshikazu WADA |
2nd Author's Affiliation | Yokohama Research Laboratory, Hitachi, Ltd. |
3rd Author's Name | Shunji MAEDA |
3rd Author's Affiliation | Yokohama Research Laboratory, Hitachi, Ltd. |
4th Author's Name | Hisae SHIBUYA |
4th Author's Affiliation | Yokohama Research Laboratory, Hitachi, Ltd. |
Date | 2011-05-20 |
Paper # | IE2011-32,PRMU2011-24,MI2011-24 |
Volume (vol) | vol.111 |
Number (no) | 48 |
Page | pp.pp.- |
#Pages | 6 |
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