Title
Variational Inference for On-line Anomaly Detection in High-Dimensional Time Series.
Abstract
Approximate variational inference has shown to be a powerful tool for modeling unknown complex probability distributions. Recent advances in the field allow us to learn probabilistic models of sequences that actively exploit spatial and temporal structure. We apply a Stochastic Recurrent Network (STORN) to learn robot time series data. Our evaluation demonstrates that we can robustly detect anomalies both off- and on-line.
Year
Venue
Field
2016
arXiv: Machine Learning
Anomaly detection,Time series,Inference,Exploit,Probability distribution,Artificial intelligence,Probabilistic logic,Robot,Machine learning,Mathematics
DocType
Volume
Citations 
Journal
abs/1602.07109
10
PageRank 
References 
Authors
0.64
3
4
Name
Order
Citations
PageRank
Maximilian Sölch1100.64
Justin Bayer215732.38
Marvin Ludersdorfer3191.62
Patrick van der Smagt418824.23