165,611 research outputs found
Machine Learning Methods for Attack Detection in the Smart Grid
Attack detection problems in the smart grid are posed as statistical learning
problems for different attack scenarios in which the measurements are observed
in batch or online settings. In this approach, machine learning algorithms are
used to classify measurements as being either secure or attacked. An attack
detection framework is provided to exploit any available prior knowledge about
the system and surmount constraints arising from the sparse structure of the
problem in the proposed approach. Well-known batch and online learning
algorithms (supervised and semi-supervised) are employed with decision and
feature level fusion to model the attack detection problem. The relationships
between statistical and geometric properties of attack vectors employed in the
attack scenarios and learning algorithms are analyzed to detect unobservable
attacks using statistical learning methods. The proposed algorithms are
examined on various IEEE test systems. Experimental analyses show that machine
learning algorithms can detect attacks with performances higher than the attack
detection algorithms which employ state vector estimation methods in the
proposed attack detection framework.Comment: 14 pages, 11 Figure
The application of Bayesian change point detection in UAV fuel systems
AbstractA significant amount of research has been undertaken in statistics to develop and implement various change point detection techniques for different industrial applications. One of the successful change point detection techniques is Bayesian approach because of its strength to cope with uncertainties in the recorded data. The Bayesian Change Point (BCP) detection technique has the ability to overcome the uncertainty in estimating the number and location of change point due to its probabilistic theory. In this paper we implement the BCP detection technique to a laboratory based fuel rig system to detect the change in the pre-valve pressure signal due to a failure in the valve. The laboratory test-bed represents a Unmanned Aerial Vehicle (UAV) fuel system and its associated electrical power supply, control system and sensing capabilities. It is specifically designed in order to replicate a number of component degradation faults with high accuracy and repeatability so that it can produce benchmark datasets to demonstrate and assess the efficiency of the BCP algorithm. Simulation shows satisfactory results of implementing the proposed BCP approach. However, the computational complexity, and the high sensitivity due to the prior distribution on the number and location of the change points are the main disadvantages of the BCP approac
Using Markov Models and Statistics to Learn, Extract, Fuse, and Detect Patterns in Raw Data
Many systems are partially stochastic in nature. We have derived data driven
approaches for extracting stochastic state machines (Markov models) directly
from observed data. This chapter provides an overview of our approach with
numerous practical applications. We have used this approach for inferring
shipping patterns, exploiting computer system side-channel information, and
detecting botnet activities. For contrast, we include a related data-driven
statistical inferencing approach that detects and localizes radiation sources.Comment: Accepted by 2017 International Symposium on Sensor Networks, Systems
and Securit
Statistical approaches to the surveillance of infectious diseases for veterinary public health
This technical report covers the aspect of using statistical methodology for the monitoring of routinely collected surveillance data in veterinary public health. An account of the Farrington algorithm and Poisson cumulative sum schemes for the detection of aberrations is given with special attention devoted to the occurrence of seasonality and spatial aggregation of the time series. Modelling approaches for retrospective analysis of surveillance counts are described.
To illustrate the applicability of the methodology in veterinary public health, data from the surveillance of rabies among fox in Hesse, Germany, are analysed
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Detecting the Presence of Informed Price Trading Via Structural Break Tests
The occurrence of abnormal returns before unscheduled announcements is usually identified with informed price movements. Therefore, the detection of these observations beyond the range of returns due to the normal day-to-day activity of financial markets is a concern for regulators monitoring the right functioning of financial markets and for investors concerned about their investment portfolios. In this article we introduce a novel method to detect informed price movements via structural break tests for the intercept of an extended CAPM model describing the risk premium of financial returns. These tests are based on the use of a U-statistic type process that is sensitive to detecting changes in the intercept that occur very early in the evaluation period and that can be used to construct a consistent estimator of the timing of the change. As a byproduct, we show that estimators of the timing of change constructed from standard CUSUM statistics are inconsistent and therefore fail to provide useful information about the presence of informed price movements
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