arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1912.09522cs.LGstat.ML
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连续时间中的事件异常检测

Event Outlier Detection in Continuous Time

University of Pittsburgh(匹兹堡大学);Borealis AI

Siqi Liu, Milos Hauskrecht

摘要:

连续时间事件序列表示在连续时间内发生的离散事件。这样的序列在现实生活中经常出现。通常我们期望序列随着时间的推移遵循某种规律。然而,有时这些模式可能会被意外的缺失或事件的发生所打断。识别这些意外情况可能非常重要,因为它们可能指向需要人类注意的异常情况。在这项工作中,我们研究和开发的方法检测连续时间事件序列中的离群值,包括意外的缺席和意外发生的事件。由于事件序列倾向于遵循的模式可能会在不同的上下文中发生变化,我们开发了基于点过程的离群值检测方法,可以考虑上下文信息。我们的方法是基于贝叶斯决策理论和假设检验的理论保证。为了测试方法的性能,我们对合成数据和真实世界的临床数据进行了实验,并显示了所提出的方法的有效性。

英文摘要:

Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these patterns may be interrupted by unexpected absence or occurrences of events. Identification of these unexpected cases can be very important as they may point to abnormal situations that need human attention. In this work, we study and develop methods for detecting outliers in continuous-time event sequences, including unexpected absence and unexpected occurrences of events. Since the patterns that event sequences tend to follow may change in different contexts, we develop outlier detection methods based on point processes that can take context information into account. Our methods are based on Bayesian decision theory and hypothesis testing with theoretical guarantees. To test the performance of the methods, we conduct experiments on both synthetic data and real-world clinical data and show the effectiveness of the proposed methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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