2016
DOI: 10.2514/1.i010394
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Vector Autoregressive Model-Based Anomaly Detection in Aviation Systems

Abstract: Detecting anomalies in datasets, where each data object is a multivariate time series (MTS), possibly of different length for each data object, is emerging as a key problem in certain domains. We consider the problem in the context of aviation safety, where data objects are flights of various durations, and the MTS corresponds to sensor readings. The goal then is to detect anomalous flight segments, due to mechanical, environmental, or human factors. In this paper, we present a general framework for anomaly de… Show more

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Cited by 37 publications
(30 citation statements)
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References 28 publications
(40 reference statements)
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“…Some works use (hidden) Markov chain models, e.g., to detect (groups of) sequences which show significant differences in terms of state transition probabilities [4,29,31,45]. Other methods use nearest-neighbours algorithms [32] or distance measures [47] to quantify how any given sequence s j differs from other instances in S. Adopting a collective definition of anomalies [16], a third class of methods is based on hypothesis testing techniques to detect outliers in the distribution of features of sequences [5,30,46]. Sequential pattern mining.…”
Section: Related Workmentioning
confidence: 99%
“…Some works use (hidden) Markov chain models, e.g., to detect (groups of) sequences which show significant differences in terms of state transition probabilities [4,29,31,45]. Other methods use nearest-neighbours algorithms [32] or distance measures [47] to quantify how any given sequence s j differs from other instances in S. Adopting a collective definition of anomalies [16], a third class of methods is based on hypothesis testing techniques to detect outliers in the distribution of features of sequences [5,30,46]. Sequential pattern mining.…”
Section: Related Workmentioning
confidence: 99%
“…The anomaly scores are finally determined based on the residuals. Inside this category, we can include anomaly detection techniques based on traditional time series forecasting models such as Vector Auto-Regressive (VAR) [38,39] and Autoregressive Integrated Moving Average (ARIMA) [40,41]. Also, RNN have been used as regression models and will be covered later on in a specific section of the survey.…”
Section: Regression Model-basedmentioning
confidence: 99%
“…Melnyk et al [38] propose an unsupervised model-based framework adapted to online anomaly detection where each flight is represented as a Vector AutoRegressive eXogenous model (VARX) model [115]. The key step in the approach is to compute a distance matrix between flights defined in terms of residuals of modeling one flight's data using another flight's VARX model.…”
Section: Statistical-based Approachesmentioning
confidence: 99%
“…The anomaly scores are finally determined based on the residuals. Inside this category, we can include anomaly detection techniques based on traditional time series forecasting models such as Vector Auto-Regressive (VAR) [38,39] and Autoregressive…”
Section: Regression Model-basedmentioning
confidence: 99%
“…In this framework, aircraft flying in the same airspace are represented as images and the ConvLSTM-AE model is used to detect anomalies in the sequences of images leading to anomalous ADS-B location reports.4.1.4. Statistical-based approachesMelnyk et al[38] propose an unsupervised model-based framework adapted to online anomaly detection where each flight is represented as a Vector AutoRegressive eXogenous model (VARX) model[115]. The key step in the approach is to compute a distance matrix between flights defined in terms of residuals of modeling one flight's data using another flight's VARX model.…”
mentioning
confidence: 99%