Frequency-based change detection via multi-output log-gaussian cox processes = 다중채널 로그가우시안 콕스 프로세스를 활용한 빈도 기반 변화 탐지 기법 연구

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 22
  • Download : 0
With the development of sensor technology and an avalanche of distributed sensors, the capability to describe patterns and detect change-points is a core skill in system monitoring and prognostics. When data takes the form of frequencies or the number of counts, counting processes such as Poisson processes have been extensively used for modeling. However, most of the existing frequency-based approaches rely on parametric models or deterministic frameworks, thus failing to consider the complex systems’ uncertainties with temporal and environmental contexts. Another challenge is analyzing interrelated multi-sensors simultaneously to detect change-points that cannot be found independently. This paper presents a multi-output log-Gaussian Cox process (MOLGCP) approach as a frequency-based change-point detection algorithm for real-time monitoring of dynamic systems. MOLGCP models the time-varying intensities of focal events defined over multiple correlated channels in a flexible and interpretable way. Cross-spectral mixture (CSM) kernels are used for model construction to capture both negative and positive correlations as well as the phase difference between channels. Adaptive and scalable decision-making strategies are suggested to identify anomalies in real-time. We show that computational complexities can be reduced and the method can be implemented for online purposes. Finally, extreme value theory (EVT) is used to set up dynamic thresholds considering the correlation between channels. Our method is validated with two different types of datasets: synthetic data and vibration data.
Advisors
Park, Jinkyooresearcher박진규researcher
Description
한국과학기술원 :산업및시스템공학과,
Publisher
한국과학기술원
Issue Date
2019
Identifier
325007
Language
eng
Description

학위논문(석사) - 한국과학기술원 : 산업및시스템공학과, 2019.2,[37 p. :]

Keywords

change-point detection▼afrequency change▼alog-Gaussian Cox process▼asystem monitoring▼aextreme value theory▼amulti-output gaussian process▼aCross-spectral mixture kernel; 시스템 진단▼a변화탐지▼a로그가우시안 콕스 프로세스▼a다중채널 가우시안 프로세스

URI
http://hdl.handle.net/10203/266248
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=843188&flag=dissertation
Appears in Collection
IE-Theses_Master(석사논문)
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0