Anomaly detection of multidimensional and non-stationary process based on q-filtering algorithm

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International Journal of Development Research

Volume: 
7
Article ID: 
9273
6 pages
Research Article

Anomaly detection of multidimensional and non-stationary process based on q-filtering algorithm

Keyi Zhou, Shaolin Hu and He Song

Abstract: 

In engineering field,in order to detect the abnormal change of data series in a multidimensional and non-stationary process, an anomaly detection algorithm based on Q-filtering is proposed. Firstly, the Q-filtering algorithm is used to process the multidimensional and non-stationary data series. At the same time, the outlier-tolerant covariance matrix is estimated. Finally, the detection index is used to detect abnormal changes. The algorithm is verified by simulation data and the results show that the algorithm is proved to be have high accuracy and validity.

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