A Subspace Method for Time Series Anomaly Detection in Cyber-Physical Systems

被引:0
|
作者
Vides, Fredy [1 ,2 ]
Segura, Esteban [3 ]
Vargas-Aguero, Carlos [4 ]
机构
[1] Univ Nacl Autonoma Honduras, Sci Comp Innovat Ctr, Tegucigalpa, Honduras
[2] Dept Anal & Informat, Natl Banking & Insurance Commiss, Tegucigalpa, Honduras
[3] Univ Costa Rica, Escuela Matemat CIMPA, San Jose, Costa Rica
[4] Univ Costa Rica, Escuela Fis, San Jose, Costa Rica
来源
IFAC PAPERSONLINE | 2022年 / 55卷 / 41期
关键词
Anomaly detection; Hankel matrix; time series analysis; sensors; signals;
D O I
10.1016/j.ifacol.2023.01.103
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document we present a fast subspace method for time series anomaly detection, with a relatively low computational cost, that has been designed for anomaly detection in real sensor signals corresponding to dynamical systems. We also present some general results corresponding to the theoretical foundations of our method, together with a prototypical algorithm for time series anomaly detection. Some numerical examples corresponding to applications of the prototypical algorithm are presented, and some computational tools based on the theory and algorithms presented in this paper, are provided. Copyright (c) 2022 The Authors. This is an open access article under the CC BY-NC-ND license (https://creativecommons.org/licenses/by-nc-nd/4.0/)
引用
收藏
页码:58 / 63
页数:6
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