An online support vector machine for abnormal events detection

  • Authors:
  • Manuel Davy;Frédéric Desobry;Arthur Gretton;Christian Doncarli

  • Affiliations:
  • Laboratoire d'Automatique, Génie Informatique et Signal, Ecole Centrale de Lille, Villeneuve d'Ascq cedex, France;Signal Processing group, Department of Engineering, University of Cambridge, Cambridge, UK;Max Plank Institut für biologische Kybernetik, Tuebingen, Germany;Institut de Recherche en Cybernétique de Nantes, Nantes Cedex, France

  • Venue:
  • Signal Processing - Special section: Advances in signal processing-assisted cross-layer designs
  • Year:
  • 2006

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Abstract

The ability to detect online abnormal events in signals is essential in many real-world signal processing applications. Previous algorithms require an explicit signal statistical model, and interpret abnormal events as statistical model abrupt changes. Corresponding implementation relies on maximum likelihood or on Bayes estimation theory with generally excellent performance. However, there are numerous cases where a robust and tractable model cannot be obtained, and model-free approaches need to be considered. In this paper, we investigate a machine learning, descriptor-based approach that does not require an explicit descriptors statistical model, based on support vector novelty detection. A sequential optimization algorithm is introduced. Theoretical considerations as well as simulations on real signals demonstrate its practical efficiency.