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线性相交路径扫描统计异常窗口发现(SSLIP)

Anomalous Window Discovery through Scan Statistics for Linear Intersecting Paths (SSLIP)
课程网址: http://videolectures.net/kdd09_shi_awdtsslip/  
主讲教师: Lei Shi
开课单位: 马里兰大学
开课时间: 2009-09-14
课程语种: 英语
中文简介:
异常窗口是数据点的连续分组。在本文中,我们提出了一种使用线性相交路径扫描统计(SSLIP)发现异常窗口的方法。线性路径是指由具有标记观察点的单维空间坐标的线表示的路径。我们用于沿线性路径发现异常窗口的方法包括以下不同步骤:(a)交叉路径发现:我们在哪里确定要考虑的交叉路径的子集,(b)异常窗口发现:我们在此概述三阶不变算法,即SSLIP,Brute Force SSLIP和Central Brute Force SSLIP,用于遍历交叉路径以识别沿路径的不同大小的方向窗口。为了识别异常窗口,我们以似然比的形式计算异常度量,以指示该窗口相对于其余数据的异常程度。我们将具有最高似然比的窗口识别为我们的异常窗口,以及(c)蒙特卡罗模拟:为了确定该窗口是否真正异常而不仅仅是随机出现,我们通过使用蒙特卡罗模拟计算p值来执行假设检验。我们在具有已知问题的各种高速公路的现实事故数据集中提供了广泛的实验结果(代码和数据可从[27],[21]获得)。我们的结果表明,我们的方法确实可以有效识别多条交叉高速公路上的异常交通事故窗口。
课程简介: Anomalous windows are the contiguous groupings of data points. In this paper, we propose an approach for discovering anomalous windows using Scan Statistics for Linear Intersecting Paths (SSLIP). A linear path refers to a path represented by a line with a single dimensional spatial coordinate marking an observation point. Our approach for discovering anomalous windows along linear paths comprises of the following distinct steps: (a) Cross Path Discovery: where we identify a subset of intersecting paths to be considered, (b) Anomalous Window Discovery: where we outline three order invariant algorithms, namely SSLIP, Brute Force-SSLIP and Central Brute Force-SSLIP, for the traversal of the cross paths to identify varying size directional windows along the paths. For identifying an anomalous window we compute an unusualness metric, in the form of a likelihood ratio to indicate the degree of unusualness of this window with respect to the rest of the data. We identify the window with the highest likelihood ratio as our anomalous window, and (c) Monte Carlo Simulations: to ascertain whether this window is truly anomalous and not just a random occurrence we perform hypothesis testing by computing a p-value using Monte Carlo Simulations. We present extensive experimental results in real world accident datasets for various highways with known issues(code and data available from [27], [21]). Our results show that our approach indeed is effective in identifying anomalous traffic accident windows along multiple intersecting highways.
关 键 词: 异常窗口; 线性相交路径; 数据点
课程来源: 视频讲座网
最后编审: 2019-05-10:lxf
阅读次数: 38