Unsupervised streaming anomaly detection for instrumented infrastructure

DOI10.1214/20-AOAS1424zbMATH Open1478.62328OpenAlexW3203615407MaRDI QIDQ2247452FDOQ2247452

Authors: Henrique Hoeltgebaum, N. M. Adams, F. Din-Houn Lau 

Publication date: 17 November 2021

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-aoas1424

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zbMATH Keywords

adaptive estimationstochastic gradient descentstructural health monitoringconformal predictionstreaming PCA

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic approximation (62L20)

Cites Work

• On-line predictive linear regression
• Continuous monitoring for changepoints in data streams using adaptive estimation
• Robust Locally Weighted Regression and Smoothing Scatterplots
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• Deep learning
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• Distribution-free Prediction Bands for Non-parametric Regression
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• On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
• Title not available (Why is that?)
• Randomized online PCA algorithms with regret bounds that are logarithmic in the dimension
• Inductive conformal anomaly detection for sequential detection of anomalous sub-trajectories
• Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?
• The role of statistics in data-centric engineering
• Online principal components analysis

Cited In (2)

• Systematic sensor placement for structural anomaly detection in the absence of damaged states
• A deep learning-based method for automatic abnormal data detection: case study for bridge structural health monitoring

Uses Software

• PredictiveRegression
• conformalInference

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