Suboptimal partitioning of time-series data for anomaly detection

Xin Jin, Soumik Sarkar, Kushal Mukherjee, Asok Ray

Research output: Chapter in Book/Report/Conference proceedingConference contribution

8 Scopus citations

Abstract

The concepts of symbolic dynamics and partitioning of time series data have been used for feature extraction and anomaly detection. Although much attention has been paid to modeling of finite state machines from symbol sequences, similar efforts have not been expended for partitioning of time series data to optimally generate symbol sequences. This paper addresses this issue and proposes a partitioning method based on maximum migration of data points across cell boundaries. Various aspects of the proposed partitioning tool, such as identification of evolution characteristics of dynamical systems and adaptive selection of alphabet size, are discussed. Experimental results on an electronic circuit apparatus implementing the Duffing equation show that maximum-migration partitioning yields significant improvement over existing partitioning methods (e.g., maximum entropy partitioning) for the purpose of anomaly detection.

Original languageEnglish (US)
Title of host publicationProceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
Pages1020-1025
Number of pages6
DOIs
StatePublished - Dec 1 2009
Event48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 - Shanghai, China
Duration: Dec 15 2009Dec 18 2009

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
CountryChina
CityShanghai
Period12/15/0912/18/09

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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  • Cite this

    Jin, X., Sarkar, S., Mukherjee, K., & Ray, A. (2009). Suboptimal partitioning of time-series data for anomaly detection. In Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 (pp. 1020-1025). [5400158] (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2009.5400158