Yang Liu, Ajirak Marzieh, Heiselman Cassandra, Quirk J Gerald, Djurić Petar M
Department of Electrical and Computer Engineering, Stony Brook University.
Department of Obstetrics, Gynecology and Reproductive Medicine, Stony Brook University Stony Brook, NY 11794, USA.
Proc Eur Signal Process Conf EUSIPCO. 2021 Aug;2021:1321-1325. doi: 10.23919/eusipco54536.2021.9616264. Epub 2021 Dec 8.
Detection of anomalies in time series is still a challenging problem. In this paper, we provide a new approach to unsupervised detection of anomalies in time series based on the concept of phase space reconstruction and manifolds. We propose a rotation-insensitive metric for quantifying the similarity of manifolds and a method that uses it for estimating the probability of an outlier. The proposed method does not rely on any features and can be used for signals with variable lengths. We tested it on both synthetic signals and real fetal heart rate tracings. The method has promising performance and can be used for interpreting the severity of fetal asphyxia.
时间序列中异常的检测仍然是一个具有挑战性的问题。在本文中,我们基于相空间重构和流形的概念,提供了一种用于时间序列异常无监督检测的新方法。我们提出了一种对旋转不敏感的度量来量化流形的相似性,以及一种使用该度量来估计异常值概率的方法。所提出的方法不依赖于任何特征,可用于长度可变的信号。我们在合成信号和实际胎儿心率描记图上对其进行了测试。该方法具有良好的性能,可用于解释胎儿窒息的严重程度。