Kullback-Leibler Divergence (KLD) Based Anomaly Detection and Monotonic Sequence Analysis

Author(s):  
Alan Anderson ◽  
Harald Haas
2012 ◽  
Vol 27 (10) ◽  
pp. 1731-1751 ◽  
Author(s):  
Christian Callegari ◽  
Loris Gazzarrini ◽  
Stefano Giordano ◽  
Michele Pagano ◽  
Teresa Pepe

2010 ◽  
Vol 2010 ◽  
pp. 1-18 ◽  
Author(s):  
Mostafa Afgani ◽  
Sinan Sinanović ◽  
Harald Haas

Efficient utilisation and sharing of limited spectrum resources in an autonomous fashion is one of the primary goals of cognitive radio. However, decentralised spectrum sharing can lead to interference scenarios that must be detected and characterised to help achieve the other goal of cognitive radio—reliable service for the end user. Interference events can be treated as unusual and therefore anomaly detection algorithms can be applied for their detection. Two complementary algorithms based on information theoretic measures of statistical distribution divergence and information content are proposed. The first method is applicable to signals with periodic structures and is based on the analysis of Kullback-Leibler divergence. The second utilises information content analysis to detect unusual events. Results from software and hardware implementations show that the proposed algorithms are effective, simple, and capable of processing high-speed signals in real time. Additionally, neither of the algorithms require demodulation of the signal.


2016 ◽  
Vol 126 ◽  
pp. 12-17 ◽  
Author(s):  
Wei Wang ◽  
Baoju Zhang ◽  
Dan Wang ◽  
Yu Jiang ◽  
Shan Qin ◽  
...  

Symmetry ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 2104
Author(s):  
Yun Zhao ◽  
Xiuguo Zhang ◽  
Zijing Shang ◽  
Zhiying Cao

Key performance indicator (KPI) anomaly detection is the underlying core technology in Artificial Intelligence for IT operations (AIOps). It has an important impact on subsequent anomaly location and root cause analysis. Variational auto-encoder (VAE) is a symmetry network structure composed of encoder and decoder, which has attracted extensive attention because of its ability to capture complex KPI data features and better detection results. However, VAE is not well applied to the modeling of KPI time series data and it is often necessary to set the threshold to obtain more accurate results. In response to these problems, this paper proposes a novel hybrid method for KPI anomaly detection based on VAE and support vector data description (SVDD). This method consists of two modules: a VAE reconstructor and SVDD anomaly detector. In the VAE reconstruction module, firstly, bi-directional long short-term memory (BiLSTM) is used to replace the traditional feedforward neural network in VAE to capture the time correlation of sequences; then, batch normalization is used at the output of the encoder to prevent the disappearance of KL (Kullback–Leibler) divergence, which prevents ignoring latent variables to reconstruct data directly. Finally, exponentially weighted moving average (EWMA) is used to smooth the reconstruction error, which reduces false positives and false negatives during the detection process. In the SVDD anomaly detection module, smoothed reconstruction errors are introduced into the SVDD for training to determine the threshold of adaptively anomaly detection. Experimental results on the public dataset show that this method has a better detection effect than baseline methods.


Author(s):  
Chinmayee Dora ◽  
Jharna Majumdar

Anomaly Detection with Hyper Spectral Image (HSI) refers to finding a significant difference between the background and the anomalous pixels present in the image.  This paper offers a study on the Reed Xiaoli Anomaly (RXA) detection algorithm performance investigated for increasing number of spectral bands from 30, 50, 100 to all the spectral bands present in the HSI. The original RXA algorithm is formulated with Mahalanobis distance. In this study the RXA al is re-implemented with other different distance algorithms like Bhattacharya distance, Kullback-Leibler divergence, and Jeffery divergence and evaluated for any change in the performance. For the first part of investigation, the obtained results showed that the decreased number of spectral bands shows better performance in terms of receiver operating characteristic (ROC) obtained for cumulative probability values and false alarm rate. In the next part of study it is found that, the RXA algorithm with Jeffrey divergence has a comparable performance in ROC to that of the RX algorithm with Mahalanobis distance.


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