Theoretical basis of novelty detection in time series using negative selection algorithms

Authors:
Rafał Pasek
Affiliations:
Wrocław University of Technology, Wrocław, Poland
Venue:
ICARIS'06 Proceedings of the 5th international conference on Artificial Immune Systems
Year:
2006

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Abstract

Theoretical basis of Novelty Detection in Time Series and its relationships with State Space Reconstruction are discussed. It is shown that the methods for estimation of optimal state-space reconstruction parameters may be used for the estimation of immunological novelty detection system's parameters. This is illustrated with a V-detector system detecting novelties in Mackey-Glass time series.