Automatic offset detection using R open source libraries

Author(s):  
Shambo Bhattacharjee ◽  
Alvaro Santamaría-Gómez

<p>Long GNSS position time series contain offsets typically at rates between 1 and 3 offsets per decade. We may classify the offsets whether their epoch is precisely known, from GNSS station log files or Earthquake databases, or unknown. Very often, GNSS position time series contain offsets for which the epoch is not known a priori and, therefore, an offset detection/removal operation needs to be done in order to produce continuous position time series needed for many applications in geodesy and geophysics. A further classification of the offsets corresponds to those having a physical origin related to the instantaneous displacement of the GNSS antenna phase center (from Earthquakes, antenna changes or even changes of the environment of the antenna) and those spurious originated from the offset detection method being used (manual/supervised or automatic/unsupervised). Offsets due to changes of the antenna and its environment must be avoided by the station operators as much as possible. Spurious offsets due to the detection method must be avoided by the time series analyst and are the focus of this work.</p><p><br>Even if manual offset detection by expert analysis is likely to perform better, automatic offset detection algorithms are extremely useful when using massive (thousands) GNSS time series sets. Change point detection and cluster analysis algorithms can be used for detecting offsets in a GNSS time series data and R offers a number of libraries related to performing these two. For example, the “Bayesian Analysis of Change Point Problems” or the “bcp” helps to detect change points in a time series data. Similarly, the “dtwclust” (Dynamic Time Warping algorithm) is used for the time series cluster analysis. Our objective is to assess various open-source R libraries for the automatic offset detection.</p>

2016 ◽  
Vol 136 (3) ◽  
pp. 363-372
Author(s):  
Takaaki Nakamura ◽  
Makoto Imamura ◽  
Masashi Tatedoko ◽  
Norio Hirai

Water ◽  
2021 ◽  
Vol 13 (12) ◽  
pp. 1633
Author(s):  
Elena-Simona Apostol ◽  
Ciprian-Octavian Truică ◽  
Florin Pop ◽  
Christian Esposito

Due to the exponential growth of the Internet of Things networks and the massive amount of time series data collected from these networks, it is essential to apply efficient methods for Big Data analysis in order to extract meaningful information and statistics. Anomaly detection is an important part of time series analysis, improving the quality of further analysis, such as prediction and forecasting. Thus, detecting sudden change points with normal behavior and using them to discriminate between abnormal behavior, i.e., outliers, is a crucial step used to minimize the false positive rate and to build accurate machine learning models for prediction and forecasting. In this paper, we propose a rule-based decision system that enhances anomaly detection in multivariate time series using change point detection. Our architecture uses a pipeline that automatically manages to detect real anomalies and remove the false positives introduced by change points. We employ both traditional and deep learning unsupervised algorithms, in total, five anomaly detection and five change point detection algorithms. Additionally, we propose a new confidence metric based on the support for a time series point to be an anomaly and the support for the same point to be a change point. In our experiments, we use a large real-world dataset containing multivariate time series about water consumption collected from smart meters. As an evaluation metric, we use Mean Absolute Error (MAE). The low MAE values show that the algorithms accurately determine anomalies and change points. The experimental results strengthen our assumption that anomaly detection can be improved by determining and removing change points as well as validates the correctness of our proposed rules in real-world scenarios. Furthermore, the proposed rule-based decision support systems enable users to make informed decisions regarding the status of the water distribution network and perform effectively predictive and proactive maintenance.


Author(s):  
Kamil Faber ◽  
Roberto Corizzo ◽  
Bartlomiej Sniezynski ◽  
Michael Baron ◽  
Nathalie Japkowicz

2014 ◽  
Vol 140 ◽  
pp. 704-716 ◽  
Author(s):  
J.-F. Pekel ◽  
C. Vancutsem ◽  
L. Bastin ◽  
M. Clerici ◽  
E. Vanbogaert ◽  
...  

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