Towards handling temporal dependence in concept drift streams.

Modern technological advancements have led to the production of an incomprehensible amount of data from a wide array of devices. A constant supply of new data provides an invaluable opportunity for access to qualitative and quantitative insights. Organisations recognise that, in today's modern era, data provides a means of mitigating risk and loss whilst maximising effciency and profit. However, processing this data is not without its challenges. Much of this data is produced in an online environment. Realtime stream data is unbound in size, variety and velocity. Data may arrive complete or with missing attributes, and data availability and persistence is limited to a small window of time. Classification methods and techniques that process offline data are not applicable to online data streams. Instead, new online classification methods have been developed. Research concerning the problematic and prevalent issue of concept drift has produced a considerable number of methods that allow online classifiers to adapt to changes in the stream distribution. However, recent research suggests that the presence of temporal dependence can cause misleading evaluation when accuracy is used as the core metric. This thesis investigates temporal dependence and its negative effcts upon the classification of concept drift data. First, this thesis proposes a novel method for coping with temporal dependence during the classification of real-time data streams, where concept drift is present. Results indicate that a statistical based, selective resetting approach can reduce the impact of temporal dependence in concept drift streams without significant loss in predictive accuracy. Secondly, a new ensemble based method, KTUE, that adopts the Kappa-Temporal statistic for vote weighting is suggested. Results show that this method is capable of outperforming some state-of-the-art ensemble methods in both temporally dependent and non-temporally dependent environments. Finally, this research proposes a novel algorithm for the simulation of temporally dependent concept drift data, which aims to help address the lack of established datasets available for evaluation. Experimental results show that temporal dependence can be injected into fabricated data streams using existing generation methods

Adaptive Algorithms For Classification On High-Frequency Data Streams: Application To Finance

Mención Internacional en el título de doctorIn recent years, the problem of concept drift has gained importance in the financial domain. The succession of manias, panics and crashes have stressed the nonstationary nature and the likelihood of drastic structural changes in financial markets. The most recent literature suggests the use of conventional machine learning and statistical approaches for this. However, these techniques are unable or slow to adapt to non-stationarities and may require re-training over time, which is computationally expensive and brings financial risks. This thesis proposes a set of adaptive algorithms to deal with high-frequency data streams and applies these to the financial domain. We present approaches to handle different types of concept drifts and perform predictions using up-to-date models. These mechanisms are designed to provide fast reaction times and are thus applicable to high-frequency data. The core experiments of this thesis are based on the prediction of the price movement direction at different intraday resolutions in the SPDR S&P 500 exchange-traded fund. The proposed algorithms are benchmarked against other popular methods from the data stream mining literature and achieve competitive results. We believe that this thesis opens good research prospects for financial forecasting during market instability and structural breaks. Results have shown that our proposed methods can improve prediction accuracy in many of these scenarios. Indeed, the results obtained are compatible with ideas against the efficient market hypothesis. However, we cannot claim that we can beat consistently buy and hold; therefore, we cannot reject it.Programa de Doctorado en Ciencia y Tecnología Informática por la Universidad Carlos III de MadridPresidente: Gustavo Recio Isasi.- Secretario: Pedro Isasi Viñuela.- Vocal: Sandra García Rodrígue

New perspectives and methods for stream learning in the presence of concept drift.

153 p.Applications that generate data in the form of fast streams from non-stationary environments, that is,those where the underlying phenomena change over time, are becoming increasingly prevalent. In thiskind of environments the probability density function of the data-generating process may change overtime, producing a drift. This causes that predictive models trained over these stream data become obsoleteand do not adapt suitably to the new distribution. Specially in online learning scenarios, there is apressing need for new algorithms that adapt to this change as fast as possible, while maintaining goodperformance scores. Examples of these applications include making inferences or predictions based onfinancial data, energy demand and climate data analysis, web usage or sensor network monitoring, andmalware/spam detection, among many others.Online learning and concept drift are two of the most hot topics in the recent literature due to theirrelevance for the so-called Big Data paradigm, where nowadays we can find an increasing number ofapplications based on training data continuously available, named as data streams. Thus, learning in nonstationaryenvironments requires adaptive or evolving approaches that can monitor and track theunderlying changes, and adapt a model to accommodate those changes accordingly. In this effort, Iprovide in this thesis a comprehensive state-of-the-art approaches as well as I identify the most relevantopen challenges in the literature, while focusing on addressing three of them by providing innovativeperspectives and methods.This thesis provides with a complete overview of several related fields, and tackles several openchallenges that have been identified in the very recent state of the art. Concretely, it presents aninnovative way to generate artificial diversity in ensembles, a set of necessary adaptations andimprovements for spiking neural networks in order to be used in online learning scenarios, and finally, adrift detector based on this former algorithm. All of these approaches together constitute an innovativework aimed at presenting new perspectives and methods for the field

New perspectives and methods for stream learning in the presence of concept drift.

153 p.Applications that generate data in the form of fast streams from non-stationary environments, that is,those where the underlying phenomena change over time, are becoming increasingly prevalent. In thiskind of environments the probability density function of the data-generating process may change overtime, producing a drift. This causes that predictive models trained over these stream data become obsoleteand do not adapt suitably to the new distribution. Specially in online learning scenarios, there is apressing need for new algorithms that adapt to this change as fast as possible, while maintaining goodperformance scores. Examples of these applications include making inferences or predictions based onfinancial data, energy demand and climate data analysis, web usage or sensor network monitoring, andmalware/spam detection, among many others.Online learning and concept drift are two of the most hot topics in the recent literature due to theirrelevance for the so-called Big Data paradigm, where nowadays we can find an increasing number ofapplications based on training data continuously available, named as data streams. Thus, learning in nonstationaryenvironments requires adaptive or evolving approaches that can monitor and track theunderlying changes, and adapt a model to accommodate those changes accordingly. In this effort, Iprovide in this thesis a comprehensive state-of-the-art approaches as well as I identify the most relevantopen challenges in the literature, while focusing on addressing three of them by providing innovativeperspectives and methods.This thesis provides with a complete overview of several related fields, and tackles several openchallenges that have been identified in the very recent state of the art. Concretely, it presents aninnovative way to generate artificial diversity in ensembles, a set of necessary adaptations andimprovements for spiking neural networks in order to be used in online learning scenarios, and finally, adrift detector based on this former algorithm. All of these approaches together constitute an innovativework aimed at presenting new perspectives and methods for the field

Health-aware predictive control schemes based on industrial processes

Aplicat embargament des de la data de defensa fins el dia 30 de desembre de 2021The research is motivated by real applications, such as pasteurization plant, water networks and autonomous system, which each of them require a specific control system to provide proper management able to take into account their particular features and operating limits in presence of uncertainties related to their operation and failures from component breakdowns. According to that most of the real systems have nonlinear behaviors, it can be approximated them by polytopic linear uncertain models such as Linear Parameter Varying (LPV) and Takagi-Sugeno (TS) models. Therefore, a new economic Model Predictive Control (MPC) approach based on LPV/TS models is proposed and the stability of the proposed approach is certified by using a region constraint on the terminal state. Besides, the MPC-LPV strategy is extended based on the system with varying delays affecting states and inputs. The control approach allows the controller to accommodate the scheduling parameters and delay change. By computing the prediction of the state variables and delay along a prediction time horizon, the system model can be modified according to the evaluation of the estimated state and delay at each time instant. To increase the system reliability, anticipate the appearance of faults and reduce the operational costs, actuator health monitoring should be considered. Regarding several types of system failures, different strategies are studied for obtaining system failures. First, the damage is assessed with the rainflow-counting algorithm that allows estimating the component’s fatigue and control objective is modified by adding an extra criterion that takes into account the accumulated damage. Besides, two different health-aware economic predictive control strategies that aim to minimize the damage of components are presented. Then, economic health-aware MPC controller is developed to compute the components and system reliability in the MPC model using an LPV modeling approach and maximizes the availability of the system by estimating system reliability. Additionally, another improvement considers chance-constraint programming to compute an optimal list replenishment policy based on a desired risk acceptability level, managing to dynamically designate safety stocks in flowbased networks to satisfy non-stationary flow demands. Finally, an innovative health-aware control approach for autonomous racing vehicles to simultaneously control it to the driving limits and to follow the desired path based on maximization of the battery RUL. The proposed approach is formulated as an optimal on-line robust LMI based MPC driven from Lyapunov stability and controller gain synthesis solved by LPV-LQR problem in LMI formulation with integral action for tracking the trajectory.Esta tesis pretende proporcionar contribuciones teóricas y prácticas sobre seguridad y control de sistemas industriales, especialmente en la forma maten ática de sistemas inciertos. La investigación está motivada por aplicaciones reales, como la planta de pasteurización, las redes de agua y el sistema autónomo, cada uno de los cuales requiere un sistema de control específico para proporcionar una gestión adecuada capaz de tener en cuenta sus características particulares y limites o de operación en presencia de incertidumbres relacionadas con su operación y fallas de averías de componentes. De acuerdo con que la mayoría de los sistemas reales tienen comportamientos no lineales, puede aproximarse a ellos mediante modelos inciertos lineales politopicos como los modelos de Lineal Variación de Parámetros (LPV) y Takagi-Sugeno (TS). Por lo tanto, se propone un nuevo enfoque de Control Predictivo del Modelo (MPC) económico basado en modelos LPV/TS y la estabilidad del enfoque propuesto se certifica mediante el uso de una restricción de región en el estado terminal. Además, la estrategia MPC-LPV se extiende en función del sistema con diferentes demoras que afectan los estados y las entradas. El enfoque de control permite al controlador acomodar los parámetros de programación y retrasar el cambio. Al calcular la predicción de las variables de estado y el retraso a lo largo de un horizonte de tiempo de predicción, el modelo del sistema se puede modificar de acuerdo con la evaluación del estado estimado y el retraso en cada instante de tiempo. Para aumentar la confiabilidad del sistema, anticipar la aparición de fallas y reducir los costos operativos, se debe considerar el monitoreo del estado del actuador. Con respecto a varios tipos de fallas del sistema, se estudian diferentes estrategias para obtener fallas del sistema. Primero, el daño se evalúa con el algoritmo de conteo de flujo de lluvia que permite estimar la fatiga del componente y el objetivo de control se modifica agregando un criterio adicional que tiene en cuenta el daño acumulado. Además, se presentan dos estrategias diferentes de control predictivo económico que tienen en cuenta la salud y tienen como objetivo minimizar el daño de los componentes. Luego, se desarrolla un controlador MPC económico con conciencia de salud para calcular los componentes y la confiabilidad del sistema en el modelo MPC utilizando un enfoque de modelado LPV y maximiza la disponibilidad del sistema mediante la estimación de la confiabilidad del sistema. Además, otra mejora considera la programación de restricción de posibilidades para calcular una política ´optima de reposición de listas basada en un nivel de aceptabilidad de riesgo deseado, logrando designar dinámicamente existencias de seguridad en redes basadas en flujo para satisfacer demandas de flujo no estacionarias. Finalmente, un enfoque innovador de control consciente de la salud para vehículos de carreras autónomos para controlarlo simultáneamente hasta los límites de conducción y seguir el camino deseado basado en la maximización de la bacteria RUL. El diseño del control se divide en dos capas con diferentes escalas de tiempo, planificador de ruta y controlador. El enfoque propuesto está formulado como un MPC robusto en línea optimo basado en LMI impulsado por la estabilidad de Lyapunov y la síntesis de ganancia del controlador resuelta por el problema LPV-LQR en la formulación de LMI con acción integral para el seguimiento de la trayectoria.Postprint (published version

Cybersecurity in implantable medical devices

Mención Internacional en el título de doctorImplantable Medical Devices (IMDs) are electronic devices implanted within the body to treat a medical condition, monitor the state or improve the functioning of some body part, or just to provide the patient with a capability that he did not possess before [86]. Current examples of IMDs include pacemakers and defibrillators to monitor and treat cardiac conditions; neurostimulators for deep brain stimulation in cases such as epilepsy or Parkinson; drug delivery systems in the form of infusion pumps; and a variety of biosensors to acquire and process different biosignals. Some of the newest IMDs have started to incorporate numerous communication and networking functions—usually known as “telemetry”—, as well as increasingly more sophisticated computing capabilities. This has provided implants with more intelligence and patients with more autonomy, as medical personnel can access data and reconfigure the implant remotely (i.e., without the patient being physically present in medical facilities). Apart from a significant cost reduction, telemetry and computing capabilities also allow healthcare providers to constantly monitor the patient’s condition and to develop new diagnostic techniques based on an Intra Body Network (IBN) of medical devices [25, 26, 201]. Evolving from a mere electromechanical IMD to one with more advanced computing and communication capabilities has many benefits but also entails numerous security and privacy risks for the patient. The majority of such risks are relatively well known in classical computing scenarios, though in many respects their repercussions are far more critical in the case of implants. Attacks against an IMD can put at risk the safety of the patient who carries it, with fatal consequences in certain cases. Causing an intentional malfunction of an implant can lead to death and, as recognized by the U.S. Food and Drug Administration (FDA), such deliberate attacks could be far more difficult to detect than accidental ones [61]. Furthermore, these devices store and transmit very sensitive medical information that requires protection, as dictated by European (e.g., Directive 95/46/ECC) and U.S. (e.g., CFR 164.312) Directives [94, 204]. The wireless communication capabilities present in many modern IMDs are a major source of security risks, particularly while the patient is in open (i.e., non-medical) environments. To begin with, the implant becomes no longer “invisible”, as its presence could be remotely detected [48]. Furthermore, it facilitates the access to transmitted data by eavesdroppers who simply listen to the (insecure) channel [83]. This could result in a major privacy breach, as IMDs store sensitive information such as vital signals, diagnosed conditions, therapies, and a variety of personal data (e.g., birth date, name, and other medically relevant identifiers). A vulnerable communication channel also makes it easier to attack the implant in ways similar to those used against more common computing devices [118, 129, 156], i.e., by forging, altering, or replying previously captured messages [82]. This could potentially allow an adversary to monitor and modify the implant without necessarily being close to the victim [164]. In this regard, the concerns of former U.S. vice-president Dick Cheney constitute an excellent example: he had his Implantable Cardioverter Defibrillator (ICD) replaced by another without WiFi capability [219]. While there are still no known real-world incidents, several attacks on IMDs have been successfully demonstrated in the lab [83, 133, 143]. These attacks have shown how an adversary can disable or reprogram therapies on an ICD with wireless connectivity, and even inducing a shock state to the patient [65]. Other attacks deplete the battery and render the device inoperative [91], which often implies that the patient must undergo a surgical procedure to have the IMD replaced. Moreover, in the case of cardiac implants, they have a switch that can be turned off merely by applying a magnetic field [149]. The existence of this mechanism is motivated by the need to shield ICDs to electromagnetic fields, for instance when the patient undergoes cardiac surgery using electrocautery devices [47]. However, this could be easily exploited by an attacker, since activating such a primitive mechanism does not require any kind of authentication. In order to prevent attacks, it is imperative that the new generation of IMDs will be equipped with strong mechanisms guaranteeing basic security properties such as confidentiality, integrity, and availability. For example, mutual authentication between the IMD and medical personnel is essential, as both parties must be confident that the other end is who claims to be. In the case of the IMD, only commands coming from authenticated parties should be considered, while medical personnel should not trust any message claiming to come from the IMD unless sufficient guarantees are given. Preserving the confidentiality of the information stored in and transmitted by the IMD is another mandatory aspect. The device must implement appropriate security policies that restrict what entities can reconfigure the IMD or get access to the information stored in it, ensuring that only authorized operations are executed. Similarly, security mechanisms have to be implemented to protect the content of messages exchanged through an insecure wireless channel. Integrity protection is equally important to ensure that information has not been modified in transit. For example, if the information sent by the implant to the Programmer is altered, the doctor might make a wrong decision. Conversely, if a command sent to the implant is forged, modified, or simply contains errors, its execution could result in a compromise of the patient’s physical integrity. Technical security mechanisms should be incorporated in the design phase and complemented with appropriate legal and administrative measures. Current legislation is rather permissive in this regard, allowing the use of implants like ICDs that do not incorporate any security mechanisms. Regulatory authorities like the FDA in the U.S or the EMA (European Medicines Agency) in Europe should promote metrics and frameworks for assessing the security of IMDs. These assessments should be mandatory by law, requiring an adequate security level for an implant before approving its use. Moreover, both the security measures supported on each IMD and the security assessment results should be made public. Prudent engineering practices well known in the safety and security domains should be followed in the design of IMDs. If hardware errors are detected, it often entails a replacement of the implant, with the associated risks linked to a surgery. One of the main sources of failure when treating or monitoring a patient is precisely malfunctions of the device itself. These failures are known as “recalls” or “advisories”, and it is estimated that they affect around 2.6% of patients carrying an implant. Furthermore, the software running on the device should strictly support the functionalities required to perform the medical and operational tasks for what it was designed, and no more [66, 134, 213]. In Chapter 1, we present a survey of security and privacy issues in IMDs, discuss the most relevant mechanisms proposed to address these challenges, and analyze their suitability, advantages, and main drawbacks. In Chapter 2, we show how the use of highly compressed electrocardiogram (ECG) signals (only 24 coefficients of Hadamard Transform) is enough to unequivocally identify individuals with a high performance (classification accuracy of 97% and with identification system errors in the order of 10−2). In Chapter 3 we introduce a new Continuous Authentication scheme that, contrarily to previous works in this area, considers ECG signals as continuous data streams. The proposed ECG-based CA system is intended for real-time applications and is able to offer an accuracy up to 96%, with an almost perfect system performance (kappa statistic > 80%). In Chapter 4, we propose a distance bounding protocol to manage access control of IMDs: ACIMD. ACIMD combines two features namely identity verification (authentication) and proximity verification (distance checking). The authentication mechanism we developed conforms to the ISO/IEC 9798-2 standard and is performed using the whole ECG signal of a device holder, which is hardly replicable by a distant attacker. We evaluate the performance of ACIMD using ECG signals of 199 individuals over 24 hours, considering three adversary strategies. Results show that an accuracy of 87.07% in authentication can be achieved. Finally, in Chapter 5 we extract some conclusions and summarize the published works (i.e., scientific journals with high impact factor and prestigious international conferences).Los Dispositivos Médicos Implantables (DMIs) son dispositivos electrónicos implantados dentro del cuerpo para tratar una enfermedad, controlar el estado o mejorar el funcionamiento de alguna parte del cuerpo, o simplemente para proporcionar al paciente una capacidad que no poseía antes [86]. Ejemplos actuales de DMI incluyen marcapasos y desfibriladores para monitorear y tratar afecciones cardíacas; neuroestimuladores para la estimulación cerebral profunda en casos como la epilepsia o el Parkinson; sistemas de administración de fármacos en forma de bombas de infusión; y una variedad de biosensores para adquirir y procesar diferentes bioseñales. Los DMIs más modernos han comenzado a incorporar numerosas funciones de comunicación y redes (generalmente conocidas como telemetría) así como capacidades de computación cada vez más sofisticadas. Esto ha propiciado implantes con mayor inteligencia y pacientes con más autonomía, ya que el personal médico puede acceder a los datos y reconfigurar el implante de forma remota (es decir, sin que el paciente esté físicamente presente en las instalaciones médicas). Aparte de una importante reducción de costos, las capacidades de telemetría y cómputo también permiten a los profesionales de la atención médica monitorear constantemente la condición del paciente y desarrollar nuevas técnicas de diagnóstico basadas en una Intra Body Network (IBN) de dispositivos médicos [25, 26, 201]. Evolucionar desde un DMI electromecánico a uno con capacidades de cómputo y de comunicación más avanzadas tiene muchos beneficios pero también conlleva numerosos riesgos de seguridad y privacidad para el paciente. La mayoría de estos riesgos son relativamente bien conocidos en los escenarios clásicos de comunicaciones entre dispositivos, aunque en muchos aspectos sus repercusiones son mucho más críticas en el caso de los implantes. Los ataques contra un DMI pueden poner en riesgo la seguridad del paciente que lo porta, con consecuencias fatales en ciertos casos. Causar un mal funcionamiento intencionado en un implante puede causar la muerte y, tal como lo reconoce la Food and Drug Administration (FDA) de EE.UU, tales ataques deliberados podrían ser mucho más difíciles de detectar que los ataques accidentales [61]. Además, estos dispositivos almacenan y transmiten información médica muy delicada que requiere se protegida, según lo dictado por las directivas europeas (por ejemplo, la Directiva 95/46/ECC) y estadunidenses (por ejemplo, la Directiva CFR 164.312) [94, 204]. Si bien todavía no se conocen incidentes reales, se han demostrado con éxito varios ataques contra DMIs en el laboratorio [83, 133, 143]. Estos ataques han demostrado cómo un adversario puede desactivar o reprogramar terapias en un marcapasos con conectividad inalámbrica e incluso inducir un estado de shock al paciente [65]. Otros ataques agotan la batería y dejan al dispositivo inoperativo [91], lo que a menudo implica que el paciente deba someterse a un procedimiento quirúrgico para reemplazar la batería del DMI. Además, en el caso de los implantes cardíacos, tienen un interruptor cuya posición de desconexión se consigue simplemente aplicando un campo magnético intenso [149]. La existencia de este mecanismo está motivada por la necesidad de proteger a los DMIs frete a posibles campos electromagnéticos, por ejemplo, cuando el paciente se somete a una cirugía cardíaca usando dispositivos de electrocauterización [47]. Sin embargo, esto podría ser explotado fácilmente por un atacante, ya que la activación de dicho mecanismo primitivo no requiere ningún tipo de autenticación. Garantizar la confidencialidad de la información almacenada y transmitida por el DMI es otro aspecto obligatorio. El dispositivo debe implementar políticas de seguridad apropiadas que restrinjan qué entidades pueden reconfigurar el DMI o acceder a la información almacenada en él, asegurando que sólo se ejecuten las operaciones autorizadas. De la misma manera, mecanismos de seguridad deben ser implementados para proteger el contenido de los mensajes intercambiados a través de un canal inalámbrico no seguro. La protección de la integridad es igualmente importante para garantizar que la información no se haya modificado durante el tránsito. Por ejemplo, si la información enviada por el implante al programador se altera, el médico podría tomar una decisión equivocada. Por el contrario, si un comando enviado al implante se falsifica, modifica o simplemente contiene errores, su ejecución podría comprometer la integridad física del paciente. Los mecanismos de seguridad deberían incorporarse en la fase de diseño y complementarse con medidas legales y administrativas apropiadas. La legislación actual es bastante permisiva a este respecto, lo que permite el uso de implantes como marcapasos que no incorporen ningún mecanismo de seguridad. Las autoridades reguladoras como la FDA en los Estados Unidos o la EMA (Agencia Europea de Medicamentos) en Europa deberían promover métricas y marcos para evaluar la seguridad de los DMIs. Estas evaluaciones deberían ser obligatorias por ley, requiriendo un nivel de seguridad adecuado para un implante antes de aprobar su uso. Además, tanto las medidas de seguridad implementadas en cada DMI como los resultados de la evaluación de su seguridad deberían hacerse públicos. Buenas prácticas de ingeniería en los dominios de la protección y la seguridad deberían seguirse en el diseño de los DMIs. Si se detectan errores de hardware, a menudo esto implica un reemplazo del implante, con los riesgos asociados y vinculados a una cirugía. Una de las principales fuentes de fallo al tratar o monitorear a un paciente es precisamente el mal funcionamiento del dispositivo. Estos fallos se conocen como “retiradas”, y se estima que afectan a aproximadamente el 2,6 % de los pacientes que llevan un implante. Además, el software que se ejecuta en el dispositivo debe soportar estrictamente las funcionalidades requeridas para realizar las tareas médicas y operativas para las que fue diseñado, y no más [66, 134, 213]. En el Capítulo 1, presentamos un estado de la cuestión sobre cuestiones de seguridad y privacidad en DMIs, discutimos los mecanismos más relevantes propuestos para abordar estos desafíos y analizamos su idoneidad, ventajas y principales inconvenientes. En el Capítulo 2, mostramos cómo el uso de señales electrocardiográficas (ECGs) altamente comprimidas (sólo 24 coeficientes de la Transformada Hadamard) es suficiente para identificar inequívocamente individuos con un alto rendimiento (precisión de clasificación del 97% y errores del sistema de identificación del orden de 10−2). En el Capítulo 3 presentamos un nuevo esquema de Autenticación Continua (AC) que, contrariamente a los trabajos previos en esta área, considera las señales ECG como flujos de datos continuos. El sistema propuesto de AC basado en señales cardíacas está diseñado para aplicaciones en tiempo real y puede ofrecer una precisión de hasta el 96%, con un rendimiento del sistema casi perfecto (estadístico kappa > 80 %). En el Capítulo 4, proponemos un protocolo de verificación de la distancia para gestionar el control de acceso al DMI: ACIMD. ACIMD combina dos características, verificación de identidad (autenticación) y verificación de la proximidad (comprobación de la distancia). El mecanismo de autenticación es compatible con el estándar ISO/IEC 9798-2 y se realiza utilizando la señal ECG con todas sus ondas, lo cual es difícilmente replicable por un atacante que se encuentre distante. Hemos evaluado el rendimiento de ACIMD usando señales ECG de 199 individuos durante 24 horas, y hemos considerando tres estrategias posibles para el adversario. Los resultados muestran que se puede lograr una precisión del 87.07% en la au tenticación. Finalmente, en el Capítulo 5 extraemos algunas conclusiones y resumimos los trabajos publicados (es decir, revistas científicas con alto factor de impacto y conferencias internacionales prestigiosas).Programa Oficial de Doctorado en Ciencia y Tecnología InformáticaPresidente: Arturo Ribagorda Garnacho.- Secretario: Jorge Blasco Alís.- Vocal: Jesús García López de Lacall

The development of decision support models for European air traffic flow management

Congestion severely affects air traffic in the US and Europe. To protect air traffic controllers from overloads a planning activity, Air Traffic Flow Management (ATFM), emerged during the 1970s. ATFM control actions range from departure delays to the re-routing of flights. This research explores how models can be used to support decision-making in European ATFM. To date, most research into this subject has been directed at ATFM in the US, which differs from European ATFM both in terms of decision-making and time scales. Fieldwork was carried out at the EUROCONTROL Central Flow Management Unit, the organisation that manages traffic flows in most of the European airspace. The fieldwork was an OR intervention aimed at identifying suitable decision support models for re-routing flights. The research described here contributes by: 1) describing the European ATFM field and identifying decision support needs; 2) structuring the problems involved in re-routing flights in Europe; 3) providing a framework for the development of re-routing decision support systems (DSS) and 4) assessing the usefulness of optimisation approaches to re-routing flights. A demonstrator is developed to illustrate different re-routing decision support possibilities to the users. This leads to conclusions on the feasibility of various decision support functions including an identification of models and algorithms which can be used for each of the functions. Conclusions on levels of automation and complexity for re-routing DSS are also taken. Three integer models for re-routing flows are presented. They differ in the way congestion is represented. The models are tested on data of traffic crossing the whole French upper airspace. The test reveals that the models can be of use in re-routing flows and can provide significant savings in delays. It also shows that an 'intelligent' component to define the scope of the optimisation problem and a component to process all the data for the models, are needed in a re-routing DSS. The models are compared in terms of impact on congestion, size and execution time and conclusions on their feasibility taken. Extensions to the models are suggested

Novel support vector machines for diverse learning paradigms

This dissertation introduces novel support vector machines (SVM) for the following traditional and non-traditional learning paradigms: Online classification, Multi-Target Regression, Multiple-Instance classification, and Data Stream classification. Three multi-target support vector regression (SVR) models are first presented. The first involves building independent, single-target SVR models for each target. The second builds an ensemble of randomly chained models using the first single-target method as a base model. The third calculates the targets\u27 correlations and forms a maximum correlation chain, which is used to build a single chained SVR model, improving the model\u27s prediction performance, while reducing computational complexity. Under the multi-instance paradigm, a novel SVM multiple-instance formulation and an algorithm with a bag-representative selector, named Multi-Instance Representative SVM (MIRSVM), are presented. The contribution trains the SVM based on bag-level information and is able to identify instances that highly impact classification, i.e. bag-representatives, for both positive and negative bags, while finding the optimal class separation hyperplane. Unlike other multi-instance SVM methods, this approach eliminates possible class imbalance issues by allowing both positive and negative bags to have at most one representative, which constitute as the most contributing instances to the model. Due to the shortcomings of current popular SVM solvers, especially in the context of large-scale learning, the third contribution presents a novel stochastic, i.e. online, learning algorithm for solving the L1-SVM problem in the primal domain, dubbed OnLine Learning Algorithm using Worst-Violators (OLLAWV). This algorithm, unlike other stochastic methods, provides a novel stopping criteria and eliminates the need for using a regularization term. It instead uses early stopping. Because of these characteristics, OLLAWV was proven to efficiently produce sparse models, while maintaining a competitive accuracy. OLLAWV\u27s online nature and success for traditional classification inspired its implementation, as well as its predecessor named OnLine Learning Algorithm - List 2 (OLLA-L2), under the batch data stream classification setting. Unlike other existing methods, these two algorithms were chosen because their properties are a natural remedy for the time and memory constraints that arise from the data stream problem. OLLA-L2\u27s low spacial complexity deals with memory constraints imposed by the data stream setting, and OLLAWV\u27s fast run time, early self-stopping capability, as well as the ability to produce sparse models, agrees with both memory and time constraints. The preliminary results for OLLAWV showed a superior performance to its predecessor and was chosen to be used in the final set of experiments against current popular data stream methods. Rigorous experimental studies and statistical analyses over various metrics and datasets were conducted in order to comprehensively compare the proposed solutions against modern, widely-used methods from all paradigms. The experimental studies and analyses confirm that the proposals achieve better performances and more scalable solutions than the methods compared, making them competitive in their respected fields

Multiple adaptive mechanisms for predictive models on streaming data.

Making predictions on non-stationary streaming data remains a challenge in many application areas. Changes in data may cause a decrease in predictive accuracy, which in a streaming setting require a prompt response. In recent years many adaptive predictive models have been proposed for dealing with these issues. Most of these methods use more than one adaptive mechanism, deploying all of them at the same time at regular intervals or in some other fixed manner. However, this manner is often determined in an ad-hoc way, as the effects of adaptive mechanisms are largely unexplored. This thesis therefore investigates different aspects of adaptation with multiple adaptive mechanisms with the aim to increase knowledge in the area, and propose heuristic approaches for more accurate adaptive predictive models. This is done by systematising and formalising the “adaptive mechanism” notion, proposing a categorisation of adaptive mechanisms and a metric to measure their usefulness, comparing the results after deployment of different orders of adaptive mechanisms during the run of the predictive method, and suggesting techniques on how to select the most appropriate adaptive mechanisms. The literature review suggests that during the prediction process, adaptive mechanisms are selected to be deployed in a certain order which is usually fixed beforehand at the design time of the algorithm. For this reason, it was investigated whether changing the selection method for the adaptive mechanisms significantly affects predictive accuracy and whether there are certain deployment orders which provide better results than others. Commonly used adaptive mechanism selection methods are then examined and new methods are proposed. A novel regression ensemble method which uses several common adaptive mechanisms has been developed to be used as a vehicle for the experimentation. The predictive accuracy and behaviour of adaptive mechanisms while predicting on different real world datasets from the process industry were analysed. Empirical results suggest that different selection of adaptive mechanisms result in significantly different performance. It has been found that while some adaptive mechanisms adapt the predictive model better than others, there is none which is the best at all times. Finally, flexible orders of adaptive mechanisms generated using the proposed selection techniques often result in significantly more accurate models than fixed orders commonly used in literature