Anomaly detection: a functional analysis perspective

DOI10.1016/J.JMVA.2021.104885OpenAlexW3210018692MaRDI QIDQ2078552FDOQ2078552

Authors: Julio Enrique Castrillon-Candas, Mark Kon

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.09141

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functional data analysis stochastic processes random fields computational applied mathematics multilevel spaces Karhunen-Loève expansions

Mathematics Subject Classification ID

Random fields (60G60) Multivariate analysis (62Hxx) Computational methods for problems pertaining to functional analysis (46-08)

Cites Work

Optimal stopping times for detecting changes in distributions
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Inference for functional data with applications
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Break detection in the covariance structure of multivariate time series models
Modified sequential change point procedures based on estimating functions
Structural breaks in time series
Introduction to Functional Data Analysis
Monitoring Structural Change
Distribution-free detection of structured anomalies: permutation and rank-based scans
A likelihood ratio approach to sequential change point detection for a general class of parameters
CONTINUOUS INSPECTION SCHEMES
Uniform change point tests in high dimension
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Sequentiel testing for the stability of high-frequency portfolio betas
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Cited In (7)

Anomaly detection in scientific data using joint statistical moments
Change Detection: A functional analysis perspective
A spatial correlation-based anomaly detection method for subsurface modeling
Latent variable mining with its applications to anomalous behavior detection
Anomaly Detection in Random Heterogeneous Media
Detecting and identifying anomalous effects in complex signals
Nonparametric detection for univariate and functional data

Uses Software

Matlab

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