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PKDD
2005
Springer
159views Data Mining» more  PKDD 2005»
15 years 2 months ago
Fast Burst Correlation of Financial Data
We examine the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. Our methodology is comprised of two steps: a burst dete...
Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Phil...
DCC
2005
IEEE
15 years 9 months ago
The Markov Expert for Finding Episodes in Time Series
We describe a domain-independent, unsupervised algorithm for refined segmentation of time series data into meaningful episodes, focusing on the problem of text segmentation. The V...
Jimming Cheng, Michael Mitzenmacher
KDD
2004
ACM
124views Data Mining» more  KDD 2004»
15 years 9 months ago
Eigenspace-based anomaly detection in computer systems
We report on an automated runtime anomaly detection method at the application layer of multi-node computer systems. Although several network management systems are available in th...
Hisashi Kashima, Tsuyoshi Idé
GECCO
2006
Springer
178views Optimization» more  GECCO 2006»
15 years 1 months ago
A dynamic approach to artificial immune systems utilizing neural networks
The purpose of this work is to propose an immune-inspired setup to use a self-organizing map as a computational model for the interaction of antigens and antibodies. The proposed ...
Stefan Schadwinkel, Werner Dilger
IGARSS
2009
14 years 7 months ago
Improving NDVI Time Series Class Separation using an Extended Kalman Filter
It is proposed that the NDVI time series derived from MODIS multitemporal remote sensing data can be modelled as a triply (mean, phase and amplitude) modulated cosine function. A ...
Waldo Kleynhans, J. Corne Olivier, Brian P. Salmon...