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Ensemble grammar induction for detecting anomalies in time series

Advances in Database Technology - EDBT

Gao, Yifeng; Lin, Jessica; Brif, Constantin B.

Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and provided as an input parameter. This limits the practicality of the algorithms, as such information is often unknown in advance, or anomalies with different lengths might co-exist in the data. To address this limitation, previously, a linear time anomaly detection algorithm based on grammar induction has been proposed. While the algorithm can find variable-length patterns, it still requires preselecting values for at least two parameters at the discretization step. How to choose these parameter values properly is still an open problem. In this paper, we introduce a grammar-induction-based anomaly detection method utilizing ensemble learning. Instead of using a particular choice of parameter values for anomaly detection, the method generates the final result based on a set of results obtained using different parameter values. We demonstrate that the proposed ensemble approach can outperform existing grammar-induction-based approaches with different criteria for selection of parameter values. We also show that the proposed approach can achieve performance similar to that of the state-of-the-art distance-based anomaly detection algorithm.

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TYPE Conference Poster YEAR 2020
ScopusOSTI

Searching for quantum optimal controls under severe constraints

Physical Review A - Atomic, Molecular, and Optical Physics

Riviello, Gregory; Tibbetts, Katharine M.; Brif, Constantin B.; Long, Ruixing; Wu, Re B.; Ho, Tak S.; Rabitz, Herschel

The success of quantum optimal control for both experimental and theoretical objectives is connected to the topology of the corresponding control landscapes, which are free from local traps if three conditions are met: (1) the quantum system is controllable, (2) the Jacobian of the map from the control field to the evolution operator is of full rank, and (3) there are no constraints on the control field. This paper investigates how the violation of assumption (3) affects gradient searches for globally optimal control fields. The satisfaction of assumptions (1) and (2) ensures that the control landscape lacks fundamental traps, but certain control constraints can still introduce artificial traps. Proper management of these constraints is an issue of great practical importance for numerical simulations as well as optimization in the laboratory. Using optimal control simulations, we show that constraints on quantities such as the number of control variables, the control duration, and the field strength are potentially severe enough to prevent successful optimization of the objective. For each such constraint, we show that exceeding quantifiable limits can prevent gradient searches from reaching a globally optimal solution. These results demonstrate that careful choice of relevant control parameters helps to eliminate artificial traps and facilitates successful optimization.

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TYPE Journal Article YEAR 2015
ScopusOSTIDOI
41 Results
41 Results