Advanced Data Analytics Methodologies for Anomaly Detection in Multivariate Time Series Vehicle Operating Data

Early detection of faults in the vehicle operating systems is a research domain of high significance to sustain full control of the systems since anomalous behaviors usually result in performance loss for a long time before detecting them as critical failures. In other words, operating systems exhibit degradation when failure begins to occur. Indeed, multiple presences of the failures in the system performance are not only anomalous behavior signals but also show that taking maintenance actions to keep the system performance is vital. Maintaining the systems in the nominal performance for the lifetime with the lowest maintenance cost is extremely challenging and it is important to be aware of imminent failure before it arises and implement the best countermeasures to avoid extra losses. In this context, the timely anomaly detection of the performance of the operating system is worthy of investigation. Early detection of imminent anomalous behaviors of the operating system is difficult without appropriate modeling, prediction, and analysis of the time series records of the system. Data based technologies have prepared a great foundation to develop advanced methods for modeling and prediction of time series data streams. In this research, we propose novel methodologies to predict the patterns of multivariate time series operational data of the vehicle and recognize the second-wise unhealthy states. These approaches help with the early detection of abnormalities in the behavior of the vehicle based on multiple data channels whose second-wise records for different functional working groups in the operating systems of the vehicle. Furthermore, a real case study data set is used to validate the accuracy of the proposed prediction and anomaly detection methodologies

The 8th International Conference on Time Series and Forecasting

The aim of ITISE 2022 is to create a friendly environment that could lead to the establishment or strengthening of scientific collaborations and exchanges among attendees. Therefore, ITISE 2022 is soliciting high-quality original research papers (including significant works-in-progress) on any aspect time series analysis and forecasting, in order to motivating the generation and use of new knowledge, computational techniques and methods on forecasting in a wide range of fields

Essays on modeling and analysis of dynamic sociotechnical systems

A sociotechnical system is a collection of humans and algorithms that interact under the partial supervision of a decentralized controller. These systems often display in- tricate dynamics and can be characterized by their unique emergent behavior. In this work, we describe, analyze, and model aspects of three distinct classes of sociotech- nical systems: financial markets, social media platforms, and elections. Though our work is diverse in subject matter content, it is unified though the study of evolution- and adaptation-driven change in social systems and the development of methods used to infer this change. We first analyze evolutionary financial market microstructure dynamics in the context of an agent-based model (ABM). The ABM’s matching engine implements a frequent batch auction, a recently-developed type of price-discovery mechanism. We subject simple agents to evolutionary pressure using a variety of selection mech- anisms, demonstrating that quantile-based selection mechanisms are associated with lower market-wide volatility. We then evolve deep neural networks in the ABM and demonstrate that elite individuals are profitable in backtesting on real foreign ex- change data, even though their fitness had never been evaluated on any real financial data during evolution. We then turn to the extraction of multi-timescale functional signals from large panels of timeseries generated by sociotechnical systems. We introduce the discrete shocklet transform (DST) and associated similarity search algorithm, the shocklet transform and ranking (STAR) algorithm, to accomplish this task. We empirically demonstrate the STAR algorithm’s invariance to quantitative functional parameteri- zation and provide use case examples. The STAR algorithm compares favorably with Twitter’s anomaly detection algorithm on a feature extraction task. We close by using STAR to automatically construct a narrative timeline of societally-significant events using a panel of Twitter word usage timeseries. Finally, we model strategic interactions between the foreign intelligence service (Red team) of a country that is attempting to interfere with an election occurring in another country, and the domestic intelligence service of the country in which the election is taking place (Blue team). We derive subgame-perfect Nash equilibrium strategies for both Red and Blue and demonstrate the emergence of arms race inter- ference dynamics when either player has “all-or-nothing” attitudes about the result of the interference episode. We then confront our model with data from the 2016 U.S. presidential election contest, in which Russian military intelligence interfered. We demonstrate that our model captures the qualitative dynamics of this interference for most of the time under stud

Survey of Attack Projection, Prediction, and Forecasting in Cyber Security

This paper provides a survey of prediction, and forecasting methods used in cyber security. Four main tasks are discussed first, attack projection and intention recognition, in which there is a need to predict the next move or the intentions of the attacker, intrusion prediction, in which there is a need to predict upcoming cyber attacks, and network security situation forecasting, in which we project cybersecurity situation in the whole network. Methods and approaches for addressing these tasks often share the theoretical background and are often complementary. In this survey, both methods based on discrete models, such as attack graphs, Bayesian networks, and Markov models, and continuous models, such as time series and grey models, are surveyed, compared, and contrasted. We further discuss machine learning and data mining approaches, that have gained a lot of attention recently and appears promising for such a constantly changing environment, which is cyber security. The survey also focuses on the practical usability of the methods and problems related to their evaluation

Time Series Modelling

The analysis and modeling of time series is of the utmost importance in various fields of application. This Special Issue is a collection of articles on a wide range of topics, covering stochastic models for time series as well as methods for their analysis, univariate and multivariate time series, real-valued and discrete-valued time series, applications of time series methods to forecasting and statistical process control, and software implementations of methods and models for time series. The proposed approaches and concepts are thoroughly discussed and illustrated with several real-world data examples

DEK-Forecaster: A Novel Deep Learning Model Integrated with EMD-KNN for Traffic Prediction

Internet traffic volume estimation has a significant impact on the business policies of the ISP (Internet Service Provider) industry and business successions. Forecasting the internet traffic demand helps to shed light on the future traffic trend, which is often helpful for ISPs decision-making in network planning activities and investments. Besides, the capability to understand future trend contributes to managing regular and long-term operations. This study aims to predict the network traffic volume demand using deep sequence methods that incorporate Empirical Mode Decomposition (EMD) based noise reduction, Empirical rule based outlier detection, and $K$-Nearest Neighbour (KNN) based outlier mitigation. In contrast to the former studies, the proposed model does not rely on a particular EMD decomposed component called Intrinsic Mode Function (IMF) for signal denoising. In our proposed traffic prediction model, we used an average of all IMFs components for signal denoising. Moreover, the abnormal data points are replaced by $K$ nearest data points average, and the value for $K$ has been optimized based on the KNN regressor prediction error measured in Root Mean Squared Error (RMSE). Finally, we selected the best time-lagged feature subset for our prediction model based on AutoRegressive Integrated Moving Average (ARIMA) and Akaike Information Criterion (AIC) value. Our experiments are conducted on real-world internet traffic datasets from industry, and the proposed method is compared with various traditional deep sequence baseline models. Our results show that the proposed EMD-KNN integrated prediction models outperform comparative models.Comment: 13 pages, 9 figure

Failure Prognosis of Wind Turbine Components

Wind energy is playing an increasingly significant role in the World\u27s energy supply mix. In North America, many utility-scale wind turbines are approaching, or are beyond the half-way point of their originally anticipated lifespan. Accurate estimation of the times to failure of major turbine components can provide wind farm owners insight into how to optimize the life and value of their farm assets. This dissertation deals with fault detection and failure prognosis of critical wind turbine sub-assemblies, including generators, blades, and bearings based on data-driven approaches. The main aim of the data-driven methods is to utilize measurement data from the system and forecast the Remaining Useful Life (RUL) of faulty components accurately and efficiently. The main contributions of this dissertation are in the application of ALTA lifetime analysis to help illustrate a possible relationship between varying loads and generators reliability, a wavelet-based Probability Density Function (PDF) to effectively detecting incipient wind turbine blade failure, an adaptive Bayesian algorithm for modeling the uncertainty inherent in the bearings RUL prediction horizon, and a Hidden Markov Model (HMM) for characterizing the bearing damage progression based on varying operating states to mimic a real condition in which wind turbines operate and to recognize that the damage progression is a function of the stress applied to each component using data from historical failures across three different Canadian wind farms