A One-Class Support Vector Machine Calibration Method for Time Series Change Point Detection

It is important to identify the change point of a system's health status, which usually signifies an incipient fault under development. The One-Class Support Vector Machine (OC-SVM) is a popular machine learning model for anomaly detection and hence could be used for identifying change points; however, it is sometimes difficult to obtain a good OC-SVM model that can be used on sensor measurement time series to identify the change points in system health status. In this paper, we propose a novel approach for calibrating OC-SVM models. The approach uses a heuristic search method to find a good set of input data and hyperparameters that yield a well-performing model. Our results on the C-MAPSS dataset demonstrate that OC-SVM can also achieve satisfactory accuracy in detecting change point in time series with fewer training data, compared to state-of-the-art deep learning approaches. In our case study, the OC-SVM calibrated by the proposed model is shown to be useful especially in scenarios with limited amount of training data

Prediction of monthly Arctic sea ice concentrations using satellite and reanalysis data based on convolutional neural networks

Changes in Arctic sea ice affect atmospheric circulation, ocean current, and polar ecosystems. There have been unprecedented decreases in the amount of Arctic sea ice due to global warming. In this study, a novel 1-month sea ice concentration (SIC) prediction model is proposed, with eight predictors using a deep-learning approach, convolutional neural networks (CNNs). This monthly SIC prediction model based on CNNs is shown to perform better predictions (mean absolute error - MAE - of 2.28 %, anomaly correlation coefficient - ACC - of 0.98, root-mean-square error - RMSE - of 5.76 %, normalized RMSE - nRMSE - of 16.15 %, and NSE - Nash-Sutcliffe efficiency - of 0.97) than a random-forest-based (RF-based) model (MAE of 2.45 %, ACC of 0.98, RMSE of 6.61 %, nRMSE of 18.64 %, and NSE of 0.96) and the persistence model based on the monthly trend (MAE of 4.31 %, ACC of 0.95, RMSE of 10.54 %, nRMSE of 29.17 %, and NSE of 0.89) through hindcast validations. The spatio-temporal analysis also confirmed the superiority of the CNN model. The CNN model showed good SIC prediction results in extreme cases that recorded unforeseen sea ice plummets in 2007 and 2012 with RMSEs of less than 5.0 %. This study also examined the importance of the input variables through a sensitivity analysis. In both the CNN and RF models, the variables of past SICs were identified as the most sensitive factor in predicting SICs. For both models, the SIC-related variables generally contributed more to predict SICs over ice-covered areas, while other meteorological and oceanographic variables were more sensitive to the prediction of SICs in marginal ice zones. The proposed 1-month SIC prediction model provides valuable information which can be used in various applications, such as Arctic shipping-route planning, management of the fishing industry, and long-term sea ice forecasting and dynamics

Maritime Anomaly Detection using Autoencoders and OPTICS-OF

Anomaly detection is an important task in many domains such as maritime where it is used to detect, for example, unsafe, unexpected or criminal behaviour. This thesis studies the use of deep autoencoders for anomaly detection on high dimensional data in an unsupervised manner. The study is performed on a benchmark data set and a real-life AIS (Automatic Tracking System) data set containing actual ship trajectories. The ships’ trajectories in the AIS data set are a form of time-series data, and therefore recurrent layers are used in an autoencoder to allow the model to capture temporal dependencies in the data. An autoencoder is a neural network architecture where an encoder network produces an encoding and decoder network takes the encoding intending to produce the original input. An encoding is a compressed fixed-sized vector presentation of the original input. Since the encoding is used by the decoder to construct the original input, the model learns during the training process to store essential information of the input sequence to the encoding. Autoencoders can be used to detect anomalies using reconstruction error by assuming that a trained autoencoder is able to reconstruct non-anomalius data points more accurately than anomalous data points, and therefore data points with high reconstruction error can be considered anomalies. In addition to reconstruction error, the autoencoders produce encodings. The research of this thesis studies the possibility of calculating an outlier score for the encodings and combining the score with resconstruction error to form a combined outlier score. OPTICS-OF (Ordering Points to Identify the ClusteringStructure with Outlier Factors) is a density based anomaly detection technique which can be used to calculate outlier scores for the encodings. The outlier score of OPTICS-OF for a data point is based on how isolated it is within its neighbourhood. The proposed method is evaluated on a benchmark Musk data set for which anomalies are known. A data set with labelled anomalies provides a setting for analyzing the performance of the method and its properties. The method is then put to the test on the AIS data set where it is used to find new anomalies in the data set from two derived distinct feature sets. The AIS data set contains one known anomaly which is presented both as an example of a maritime anomaly and for which more detailed analysis of the produced outlier scores are presented. The results of the study show potential for the proposed combined score method, and the analysis identifies multiple areas for further research. Deep autoencoders are successfully used to find new anomalies from the AIS data set which show actual behaviour deviating from normal ship movement

Unsupervised marine vessel trajectory prediction using LSTM network and wild bootstrapping techniques

Increasing intensity in maritime traffic pushes the requirement in better preventionoriented incident management system. Observed regularities in data could help to predict vessel movement from previous vessels trajectory data and make further movement predictions under specific traffic and weather conditions. However, the task is burden by the fact that the vessels behave differently in different geographical sea regions, sea ports, and their trajectories depends on the vessel type as well. The model must learn spatio-temporal patterns representing vessel trajectories and should capture vessel’s position relation to both space and time. The authors of the paper proposes new unsupervised trajectory prediction with prediction regions at arbitrary probabilities using two methods: LSTM prediction region learning and wild bootstrapping. Results depict that both the autoencoder-based and wild bootstrapping region prediction algorithms can predict vessel trajectory and be applied for abnormal marine traffic detection by evaluating obtained prediction region in an unsupervised manner with desired prediction probability.&nbsp