Unsupervised online detection and prediction of outliers in streams of sensor data

Niko Reunanen, Tomi Räty (Corresponding Author), Juho J. Jokinen, Tyler Hoyt, David Culler

    Research output: Contribution to journalArticleScientificpeer-review

    3 Citations (Scopus)

    Abstract

    Outliers are unexpected observations, which deviate from the majority of observations. Outlier detection and prediction are challenging tasks, because outliers are rare by definition. A stream is an unbounded source of data, which has to be processed promptly. This article proposes novel methods for outlier detection and outlier prediction in streams of sensor data. The outlier detection is an independent, unsupervised process, which is implemented using an autoencoder. The outlier detection continuously evaluates if the latest data point xi from a stream is an inlier or an outlier. This distinction is based on the reconstruction cost accompanied with Chebyshev’s inequality and the EWMA (exponentially weighted moving average) model. The outlier prediction uses the results of the outlier detection to form the required training data. The outlier prediction utilizes LR (logistic regression), SGD (stochastic gradient descent) and the hidden representation provided by the autoencoder to predict outliers in streams. The results of the experiments show that the proposed methods (1) provide accurate results, (2) are calculated in reduced computation time and (3) use a low amount of memory. Our proposed methods are suitable for analyzing streams of sensor data and providing results with low latency. The experiments also indicated that the outlier prediction is able to anticipate the occurrence of outliers in streams of sensor data.
    Original languageEnglish
    Pages (from-to)285-314
    JournalInternational Journal of Data Science and Analytics
    Volume9
    Issue number3
    DOIs
    Publication statusPublished - 2020
    MoE publication typeA1 Journal article-refereed

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