Guillaume Staerman, Pavlo Mozharovskyi, Stephan Clémençon, Florence d'Alché-Buc
TL;DR本研究旨在将广泛应用于有限维数据的孤立森林(Isolation Forest)方法扩展到函数数据,以便更准确地检测出复杂基础设施的异常情况,并提出了基于 IF 算法的函数统计深度方法和多元函数扩展。
Abstract
For the purpose of monitoring the behavior of complex infrastructures (e.g.
aircrafts, transport or energy networks), high-rate sensors are deployed to
capture multivariate data, generally unlabeled, in quasi continuous-time to
detect quickly the occurrence of anomalies that may jeopardize the smooth
operation of the system of interest. The statistical analy