Presentation 2015/2/23
A Study on Anomaly Detection Method Using Kalman Filter and Wavelet Transform
Motomi YAMAGUCHI, Keiji OSAKI,
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Abstract(in English) Hybrid method of Kalman filtering and wavelet transform is proposed. Error covariance of Kalman filter can be used to estimate normal range of data in time domain. Wavelet transform of data can be used to detect anomalies in frequency domain. The hybrid method utilizes time domain information and frequency domain information, flexibly detects impulse noises in locally stationary time series data. The results of applications on some data sets are shown.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Kalman Filtering / Wavelet Transform / Noise Detection / Anomaly Detection
Paper # EA2014-88,SIP2414-129,SP2014-151
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Committee EA
Conference Date 2015/2/23(1days)
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Registration To Engineering Acoustics (EA)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A Study on Anomaly Detection Method Using Kalman Filter and Wavelet Transform
Sub Title (in English)
Keyword(1) Kalman Filtering
Keyword(2) Wavelet Transform
Keyword(3) Noise Detection
Keyword(4) Anomaly Detection
1st Author's Name Motomi YAMAGUCHI
1st Author's Affiliation Graduate School of Arts and Sciences, International Christian University()
2nd Author's Name Keiji OSAKI
2nd Author's Affiliation Mathematics and Computer Science, International Christian University
Date 2015/2/23
Paper # EA2014-88,SIP2414-129,SP2014-151
Volume (vol) vol.114
Number (no) 473
Page pp.pp.-
#Pages 4
Date of Issue