Detecting One-variable Patterns

Given a pattern $p = s_1x_1s_2x_2\cdots s_{r-1}x_{r-1}s_r$ such that $x_1,x_2,\ldots,x_{r-1}\in\{x,\overset{{}_{\leftarrow}}{x}\}$, where $x$ is a variable and $\overset{{}_{\leftarrow}}{x}$ its reversal, and $s_1,s_2,\ldots,s_r$ are strings that contain no variables, we describe an algorithm that constructs in $O(rn)$ time a compact representation of all $P$ instances of $p$ in an input string of length $n$ over a polynomially bounded integer alphabet, so that one can report those instances in $O(P)$ time.Comment: 16 pages (+13 pages of Appendix), 4 figures, accepted to SPIRE 201

Multi-Sensor Event Detection using Shape Histograms

Vehicular sensor data consists of multiple time-series arising from a number of sensors. Using such multi-sensor data we would like to detect occurrences of specific events that vehicles encounter, e.g., corresponding to particular maneuvers that a vehicle makes or conditions that it encounters. Events are characterized by similar waveform patterns re-appearing within one or more sensors. Further such patterns can be of variable duration. In this work, we propose a method for detecting such events in time-series data using a novel feature descriptor motivated by similar ideas in image processing. We define the shape histogram: a constant dimension descriptor that nevertheless captures patterns of variable duration. We demonstrate the efficacy of using shape histograms as features to detect events in an SVM-based, multi-sensor, supervised learning scenario, i.e., multiple time-series are used to detect an event. We present results on real-life vehicular sensor data and show that our technique performs better than available pattern detection implementations on our data, and that it can also be used to combine features from multiple sensors resulting in better accuracy than using any single sensor. Since previous work on pattern detection in time-series has been in the single series context, we also present results using our technique on multiple standard time-series datasets and show that it is the most versatile in terms of how it ranks compared to other published results

Exploring Ways of Identifying Outliers in Spatial Point Patterns

This work discusses alternative methods to detect outliers in spatial point patterns. Outliers are defined based on location only and also with respect to associated variables. Throughout the thesis we discuss five case studies, three of them come from experiments with spiders and bees, and the other two are data from earthquakes in a certain region. One of the main conclusions is that when detecting outliers from the point of view of location we need to take into consideration both the degree of clustering of the events and the context of the study. When detecting outliers from the point of view of an associated variable, outliers can be identified from a global or local perspective. For global outliers, one of the main questions addressed is whether the outliers tend to be clustered or randomly distributed in the region. All the work was done using the R programming language

A Semiparametric Bayesian Model for Detecting Synchrony Among Multiple Neurons

We propose a scalable semiparametric Bayesian model to capture dependencies among multiple neurons by detecting their co-firing (possibly with some lag time) patterns over time. After discretizing time so there is at most one spike at each interval, the resulting sequence of 1's (spike) and 0's (silence) for each neuron is modeled using the logistic function of a continuous latent variable with a Gaussian process prior. For multiple neurons, the corresponding marginal distributions are coupled to their joint probability distribution using a parametric copula model. The advantages of our approach are as follows: the nonparametric component (i.e., the Gaussian process model) provides a flexible framework for modeling the underlying firing rates; the parametric component (i.e., the copula model) allows us to make inference regarding both contemporaneous and lagged relationships among neurons; using the copula model, we construct multivariate probabilistic models by separating the modeling of univariate marginal distributions from the modeling of dependence structure among variables; our method is easy to implement using a computationally efficient sampling algorithm that can be easily extended to high dimensional problems. Using simulated data, we show that our approach could correctly capture temporal dependencies in firing rates and identify synchronous neurons. We also apply our model to spike train data obtained from prefrontal cortical areas in rat's brain

Detecting Differential Item and Step Functioning with Rating Scale and Partial Credit Trees

Several statistical procedures have been suggested for detecting differential item functioning (DIF) and differential step functioning (DSF) in polytomous items. However, standard procedures are designed for the comparison of pre-specified reference and focal groups, such as males and females. Here, we propose a framework for the detection of DIF and DSF in polytomous items under the rating scale and partial credit model, that employs a model-based recursive partitioning algorithm. In contrast to existing procedures, with this approach no pre-specification of reference and focal groups is necessary, because they are detected in a data-driven way. The resulting groups are characterized by (combinations of) covariates and thus directly interpretable. The statistical background and construction of the new procedures are introduced along with an instructive example. Four simulation studies illustrate and compare their statistical properties to the well-established likelihood ratio test (LRT). While both the LRT and the new procedures respect a given significance level, the new procedures are in most cases equally (simple DIF groups) or more powerful (complex DIF groups) and can also detect DSF. The sensitivity to model misspecification is investigated. An application example with empirical data illustrates the practical use. A software implementation of the new procedures is freely available in the R system for statistical computing

HYPA: Efficient Detection of Path Anomalies in Time Series Data on Networks

The unsupervised detection of anomalies in time series data has important applications in user behavioral modeling, fraud detection, and cybersecurity. Anomaly detection has, in fact, been extensively studied in categorical sequences. However, we often have access to time series data that represent paths through networks. Examples include transaction sequences in financial networks, click streams of users in networks of cross-referenced documents, or travel itineraries in transportation networks. To reliably detect anomalies, we must account for the fact that such data contain a large number of independent observations of paths constrained by a graph topology. Moreover, the heterogeneity of real systems rules out frequency-based anomaly detection techniques, which do not account for highly skewed edge and degree statistics. To address this problem, we introduce HYPA, a novel framework for the unsupervised detection of anomalies in large corpora of variable-length temporal paths in a graph. HYPA provides an efficient analytical method to detect paths with anomalous frequencies that result from nodes being traversed in unexpected chronological order.Comment: 11 pages with 8 figures and supplementary material. To appear at SIAM Data Mining (SDM 2020