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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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73147220293 · Jun 202019922001200920172026
48 results for online detection

New rules control false discoveries in online anomaly detection for time series data.

problem Controlling false discoveries in anomaly detection for time series data.
method Novel online false discovery rate control (FDRC) rules for time series anomaly detection.
result Ensures high power in detecting anomalies even when the alternative is rare and test statistics are serially dependent.

Develops a method to detect changes in linear systems with temporal correlations.

problem Detect abrupt changes in time series data with temporal correlations.
method Data-dependent threshold for online change point detection in linear dynamical systems.
result Achieves a pre-specified upper bound on the probability of false alarms and provides a finite-sample-based bound for detection probability.

Online anomaly detection in surveillance videos with false alarm rate bounds.

problem Lack of theoretical performance analysis and online decision making in anomaly detection.
method Proposes an online anomaly detection method with asymptotic bounds on false alarm rate.
result Demonstrates effectiveness on publicly available data sets, outperforming state-of-the-art algorithms.

Online change-point detection (OCPD) is important for application in various areas such as finance, biology, and the Internet of Things (IoT). However, OCPD faces major challenges due to high-dimensionality, and it is still rarely studied in literature. In this paper, we propose a novel, online, graph-based, change-poi…

2019-06-07abs ↗pdf ↗

Paper proposes an online anomaly detection method for real-time systems.

problem Rare events endanger profitability, safety, and environmental aspects.
method Online inverse cumulative distribution-based approach with dynamic process limits.
result Eliminates common problems of offline anomaly detectors and provides low-latency detection.

New algorithm detects changes in high-dimensional data with mean and variance.

problem Challenges in detecting changes in high-dimensional data with mean and variance.
method Complete graph-based approach to detect changes of mean and variance from low to high-dimensional online data.
result The proposed method outperforms existing methods in terms of detection power.

FOCuS detects changes in mean from high-frequency data efficiently.

problem Detecting changes in high-frequency data with limited resources.
method FOCuS algorithm that runs multiple window sizes and change sizes simultaneously.
result FOCuS achieves state-of-the-art performance in detecting anomalies.

New algorithm for online meta-learning with task boundary detection.

problem Adapting to new tasks in a non-stationary environment.
method Two detection mechanisms for task switches and distribution shift; online model updates based on current data.
result Achieves sublinear task-averaged regret under mild conditions.

Study evaluates AD methods for fraud detection in online credit card payments.

problem Fraud detection in online credit card payments using anomaly detection methods.
method Assessed several recent anomaly detection methods and compared them with standard supervised learning methods.
result LightGBM outperforms other methods but is more sensitive to distribution shifts.

A flexible nonparametric online changepoint detection algorithm for high-frequency data.

problem Detecting changes in real-time in high-frequency data streams with limited computational resources.
method NP-FOCuS, a sequential likelihood ratio test for a change in the empirical cumulative density function, using functional pruning.
result NP-FOCuS outperforms current nonparametric online changepoint techniques in various settings.

GOCPD detects change points by maximizing the probability of two independent models.

problem Large false discovery rates in online change point detection methods.
method GOCPD uses ternary search to find change points by maximizing the probability of two independent models.
result GOCPD accelerates CPD with logarithmic complexity for single change point detection.

Improved online changepoint detection for autocorrelated data.

problem Changepoint detection in autocorrelated data with false positives or delays.
method Generalized Likelihood Ratio (GLR) statistic for AR(p) processes, online focus algorithm.
result AR(p)-focus algorithm achieves high detection power in correlated data.

C-PP-COAD detects anomalies with limited real data, reducing dependency on real calibration data.

problem Limited real calibration data for online anomaly detection.
method Context-aware prediction-powered conformal online anomaly detection (C-PP-COAD).
result Significantly reduces dependency on real calibration data without compromising FDR control.

Paper reproduces a kernel-based scan B-statistic for online change-point detection.

problem Continuous detection of distribution changes in online data streams.
method Efficient kernel-based scan B-statistic for online change-point detection.
result Scan B-statistic outperforms parametric methods in challenging scenarios.

Online detection of instantaneous changes in the generative process of a data sequence generally focuses on retrospective inference of such change points without considering their future occurrences. We extend the Bayesian Online Change Point Detection algorithm to also infer the number of time steps until the next cha…

2019-02-12abs ↗pdf ↗

Online anomaly detection of time-series data is an important and challenging task in machine learning. Gaussian processes (GPs) are powerful and flexible models for modeling time-series data. However, the high time complexity of GPs limits their applications in online anomaly detection. Attributed to some internal or e…

2019-05-14abs ↗pdf ↗

Proposes a new model for online anomaly detection in multivariate time series.

problem Inaccurate anomaly detection in multivariate time series due to spurious correlations and lack of temporal causality.
method Clusters channels based on correlations, embeds each cluster, and integrates information through a causal mixer while maintaining temporal causality.
result Consistently superior performance across six public benchmark datasets.

Online detection of abrupt changes in high-dimensional data streams.

problem Detecting abrupt changes in high-dimensional, streaming data with multiple subspaces.
method Dynamic sparse subspace learning approach with multiple structural change-point model, Bayesian information criterion for penalty coefficients selection, and Pruned Exact Linear Time algorithm.
result Effectiveness demonstrated through simulation and real gesture data studies.

With the explosive growth of e-commerce and the booming of e-payment, detecting online transaction fraud in real time has become increasingly important to Fintech business. To tackle this problem, we introduce the TitAnt, a transaction fraud detection system deployed in Ant Financial, one of the largest Fintech compani…

2019-06-18abs ↗pdf ↗

A new algorithm detects changes in data with constant cost per iteration.

problem Detecting changes in data with low computational cost.
method Adapting pruning and maximisation techniques from Gaussian data to exponential family models.
result The algorithm can detect changes in a wide range of models with a constant per-iteration cost.

PERCEPT detects changes in high-dimensional data streams using topological data analysis.

problem Detecting changes in high-dimensional data streams, especially when embedded in a low-dimensional space.
method Leverages topological data analysis to learn embedded topology as a point cloud via persistence diagrams, then applies non-parametric monitoring for detecting changes.
result Demonstrates efficient detection of online changes from high-dimensional data streams.

KQT-EWMA monitors multivariate data streams online with flexible and practical change detection.

problem Online monitoring of multivariate data streams for detecting changes.
method Combines Kernel-QuantTree histogram and EWMA statistic for non-parametric monitoring.
result Controls Average Run Length (ARL0) while achieving comparable detection delays.

New method tackles anomaly detection in video surveillance using continual learning.

problem Challenges in continual learning for high-dimensional applications like video surveillance.
method Transfer learning and continual learning for online anomaly detection.
result Significantly reduces training complexity and continual learning from recent data.

A scalable system detects price anomalies in online marketplaces to improve customer experience.

problem Inaccurate prices on online marketplaces lead to poor customer experience and revenue loss.
method MoatPlus uses unsupervised statistical features and an ensemble of models to generate upper price bounds.
result Our approach improves precise anchor coverage by up to 46.6% in high-vulnerability item subsets.

Social Media has influenced the way people socially connect, interact and opinionize. The growth in technology has enhanced communication and dissemination of information. Unfortunately,many terror groups like jihadist communities have started consolidating a virtual community online for various purposes such as recrui…

2019-07-22abs ↗pdf ↗

Online algorithm detects community structure in dynamic event streams.

problem Community detection in networks with temporal event streams.
method Continuous-time point process latent network models with fast online variational inference.
result Online inference achieves comparable community recovery to non-online methods but with computational gains.

New online imputation method for mixed data improves accuracy and speed.

problem Missing value imputation in online settings for mixed data types.
method Online Gaussian copula model for imputation and change point detection.
result The model improves accuracy and speed, especially on large datasets.

Study online conformal prediction for non-stationary data with optimal training-conditional regret.

problem Online prediction for non-stationary data streams with unknown distribution drift.
method Proposes split-conformal and full-conformal algorithms that adapt to drift detection and incorporate stability for online learning.
result Proves minimax-optimal regret for online full conformal algorithm under appropriate restrictions.

CDSSD detects sparse changes in partially observable data streams.

problem Online change detection of sparse changes in partially observable high-dimensional data streams.
method Smooth-sparse decomposition, spike-slab variational Bayesian inference, adaptive sampling via Thompson sampling.
result CDSSD effectively detects sparse changes in partially observable data streams.