A Local Density-Based Approach for Local Outlier Detection

This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in which the density distribution at the location of an object is estimated with a local KDE method based on extended nearest neighbors of the object. Instead of using only $k$ nearest neighbors, we further consider reverse nearest neighbors and shared nearest neighbors of an object for density distribution estimation. Some theoretical properties of the proposed RDOS including its expected value and false alarm probability are derived. A comprehensive experimental study on both synthetic and real-life data sets demonstrates that our approach is more effective than state-of-the-art outlier detection methods.Comment: 22 pages, 14 figures, submitted to Pattern Recognition Letter

Reverse k Nearest Neighbor Search over Trajectories

GPS enables mobile devices to continuously provide new opportunities to improve our daily lives. For example, the data collected in applications created by Uber or Public Transport Authorities can be used to plan transportation routes, estimate capacities, and proactively identify low coverage areas. In this paper, we study a new kind of query-Reverse k Nearest Neighbor Search over Trajectories (RkNNT), which can be used for route planning and capacity estimation. Given a set of existing routes DR, a set of passenger transitions DT, and a query route Q, a RkNNT query returns all transitions that take Q as one of its k nearest travel routes. To solve the problem, we first develop an index to handle dynamic trajectory updates, so that the most up-to-date transition data are available for answering a RkNNT query. Then we introduce a filter refinement framework for processing RkNNT queries using the proposed indexes. Next, we show how to use RkNNT to solve the optimal route planning problem MaxRkNNT (MinRkNNT), which is to search for the optimal route from a start location to an end location that could attract the maximum (or minimum) number of passengers based on a pre-defined travel distance threshold. Experiments on real datasets demonstrate the efficiency and scalability of our approaches. To the best of our best knowledge, this is the first work to study the RkNNT problem for route planning.Comment: 12 page

Assessing coupling dynamics from an ensemble of time series

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several classes of statistical dependencies. However, a reliable estimation from information-theoretic functionals is hampered when the dependency to be assessed is brief or evolves in time. Here, we show that these limitations can be overcome when we have access to an ensemble of independent repetitions of the time series. In particular, we gear a data-efficient estimator of probability densities to make use of the full structure of trial-based measures. By doing so, we can obtain time-resolved estimates for a family of entropy combinations (including mutual information, transfer entropy, and their conditional counterparts) which are more accurate than the simple average of individual estimates over trials. We show with simulated and real data that the proposed approach allows to recover the time-resolved dynamics of the coupling between different subsystems