7,158 research outputs found
A reliable order-statistics-based approximate nearest neighbor search algorithm
We propose a new algorithm for fast approximate nearest neighbor search based
on the properties of ordered vectors. Data vectors are classified based on the
index and sign of their largest components, thereby partitioning the space in a
number of cones centered in the origin. The query is itself classified, and the
search starts from the selected cone and proceeds to neighboring ones. Overall,
the proposed algorithm corresponds to locality sensitive hashing in the space
of directions, with hashing based on the order of components. Thanks to the
statistical features emerging through ordering, it deals very well with the
challenging case of unstructured data, and is a valuable building block for
more complex techniques dealing with structured data. Experiments on both
simulated and real-world data prove the proposed algorithm to provide a
state-of-the-art performance
Compressive Mining: Fast and Optimal Data Mining in the Compressed Domain
Real-world data typically contain repeated and periodic patterns. This
suggests that they can be effectively represented and compressed using only a
few coefficients of an appropriate basis (e.g., Fourier, Wavelets, etc.).
However, distance estimation when the data are represented using different sets
of coefficients is still a largely unexplored area. This work studies the
optimization problems related to obtaining the \emph{tightest} lower/upper
bound on Euclidean distances when each data object is potentially compressed
using a different set of orthonormal coefficients. Our technique leads to
tighter distance estimates, which translates into more accurate search,
learning and mining operations \textit{directly} in the compressed domain.
We formulate the problem of estimating lower/upper distance bounds as an
optimization problem. We establish the properties of optimal solutions, and
leverage the theoretical analysis to develop a fast algorithm to obtain an
\emph{exact} solution to the problem. The suggested solution provides the
tightest estimation of the -norm or the correlation. We show that typical
data-analysis operations, such as k-NN search or k-Means clustering, can
operate more accurately using the proposed compression and distance
reconstruction technique. We compare it with many other prevalent compression
and reconstruction techniques, including random projections and PCA-based
techniques. We highlight a surprising result, namely that when the data are
highly sparse in some basis, our technique may even outperform PCA-based
compression.
The contributions of this work are generic as our methodology is applicable
to any sequential or high-dimensional data as well as to any orthogonal data
transformation used for the underlying data compression scheme.Comment: 25 pages, 20 figures, accepted in VLD
Role based behavior analysis
Tese de mestrado, Segurança Informática, Universidade de Lisboa, Faculdade de Ciências, 2009Nos nossos dias, o sucesso de uma empresa depende da sua agilidade e capacidade de se adaptar a condições que se alteram rapidamente. Dois requisitos para esse sucesso são trabalhadores proactivos e uma infra-estrutura ágil de Tecnologias de Informacão/Sistemas de Informação (TI/SI) que os consiga suportar. No entanto, isto nem sempre sucede. Os requisitos dos utilizadores ao nível da rede podem nao ser completamente conhecidos, o que causa atrasos nas mudanças de local e reorganizações. Além disso, se não houver um conhecimento preciso dos requisitos, a infraestrutura de TI/SI poderá ser utilizada de forma ineficiente, com excessos em algumas áreas e deficiências noutras. Finalmente, incentivar a proactividade não implica acesso completo e sem restrições, uma vez que pode deixar os sistemas vulneráveis a ameaças externas e internas. O objectivo do trabalho descrito nesta tese é desenvolver um sistema que consiga caracterizar o comportamento dos utilizadores do ponto de vista da rede. Propomos uma arquitectura de sistema modular para extrair informação de fluxos de rede etiquetados. O processo é iniciado com a criação de perfis de utilizador a partir da sua informação de fluxos de rede. Depois, perfis com características semelhantes são agrupados automaticamente, originando perfis de grupo. Finalmente, os perfis individuais são comprados com os perfis de grupo, e os que diferem significativamente são marcados como anomalias para análise detalhada posterior. Considerando esta arquitectura, propomos um modelo para descrever o comportamento de rede dos utilizadores e dos grupos. Propomos ainda métodos de visualização que permitem inspeccionar rapidamente toda a informação contida no modelo. O sistema e modelo foram avaliados utilizando um conjunto de dados reais obtidos de um operador de telecomunicações. Os resultados confirmam que os grupos projectam com precisão comportamento semelhante. Além disso, as anomalias foram as esperadas, considerando a população subjacente. Com a informação que este sistema consegue extrair dos dados em bruto, as necessidades de rede dos utilizadores podem sem supridas mais eficazmente, os utilizadores suspeitos são assinalados para posterior análise, conferindo uma vantagem competitiva a qualquer empresa que use este sistema.In our days, the success of a corporation hinges on its agility and ability to adapt to fast changing conditions. Proactive workers and an agile IT/IS infrastructure that can support them is a requirement for this success. Unfortunately, this is not always the case. The user’s network requirements may not be fully understood, which slows down relocation and reorganization. Also, if there is no grasp on the real requirements, the IT/IS infrastructure may not be efficiently used, with waste in some areas and deficiencies in others. Finally, enabling proactivity does not mean full unrestricted access, since this may leave the systems vulnerable to outsider and insider threats. The purpose of the work described on this thesis is to develop a system that can characterize user network behavior. We propose a modular system architecture to extract information from tagged network flows. The system process begins by creating user profiles from their network flows’ information. Then, similar profiles are automatically grouped into clusters, creating role profiles. Finally, the individual profiles are compared against the roles, and the ones that differ significantly are flagged as anomalies for further inspection. Considering this architecture, we propose a model to describe user and role network behavior. We also propose visualization methods to quickly inspect all the information contained in the model. The system and model were evaluated using a real dataset from a large telecommunications operator. The results confirm that the roles accurately map similar behavior. The anomaly results were also expected, considering the underlying population. With the knowledge that the system can extract from the raw data, the users network needs can be better fulfilled, the anomalous users flagged for inspection, giving an edge in agility for any company that uses it
An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns
Information theory provides ideas for conceptualising information and
measuring relationships between objects. It has found wide application in the
sciences, but economics and finance have made surprisingly little use of it. We
show that time series data can usefully be studied as information -- by noting
the relationship between statistical redundancy and dependence, we are able to
use the results of information theory to construct a test for joint dependence
of random variables. The test is in the same spirit of those developed by
Ryabko and Astola (2005, 2006b,a), but differs from these in that we add extra
randomness to the original stochatic process. It uses data compression to
estimate the entropy rate of a stochastic process, which allows it to measure
dependence among sets of random variables, as opposed to the existing
econometric literature that uses entropy and finds itself restricted to
pairwise tests of dependence. We show how serial dependence may be detected in
S&P500 and PSI20 stock returns over different sample periods and frequencies.
We apply the test to synthetic data to judge its ability to recover known
temporal dependence structures.Comment: 22 pages, 7 figure
Time frequency analysis in terahertz pulsed imaging
Recent advances in laser and electro-optical technologies have made the previously under-utilized terahertz frequency band of the electromagnetic spectrum
accessible for practical imaging. Applications are emerging, notably in the biomedical domain. In this chapter the technique of terahertz pulsed imaging is
introduced in some detail. The need for special computer vision methods, which arises from the use of pulses of radiation and the acquisition of a time series at
each pixel, is described. The nature of the data is a challenge since we are interested not only in the frequency composition of the pulses, but also how these differ for different parts of the pulse. Conventional and short-time Fourier transforms and wavelets were used in preliminary experiments on the analysis of terahertz
pulsed imaging data. Measurements of refractive index and absorption coefficient were compared, wavelet compression assessed and image classification by multidimensional
clustering techniques demonstrated. It is shown that the timefrequency methods perform as well as conventional analysis for determining material properties. Wavelet compression gave results that were robust through compressions that used only 20% of the wavelet coefficients. It is concluded that the time-frequency methods hold great promise for optimizing the extraction of the spectroscopic information contained in each terahertz pulse, for the analysis of more complex signals comprising multiple pulses or from recently introduced acquisition techniques
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