2018
DOI: 10.1016/j.sigpro.2018.04.025
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Hierarchical symbolic dynamic filtering of streaming non-stationary time series data

Abstract: This paper proposes a hierarchical feature extractor for non-stationary streaming time series based on the concept of switching observable Markov chain models. The slow time-scale non-stationary behaviors are considered to be a mixture of quasi-stationary fast time-scale segments that are exhibited by complex dynamical systems. The key idea is to model each unique stationary characteristics without a priori knowledge (e.g., number of possible unique characteristics) at a lower logical level, and capture the tr… Show more

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Cited by 6 publications
(2 citation statements)
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“…For more detailed derivation, please refer to [39,44]. Note that, joint state sequences Φ M and Φ T can also be applied to compute the conditional probability.…”
Section: Inputs Out-of-sample Disaggregationmentioning
confidence: 99%
“…For more detailed derivation, please refer to [39,44]. Note that, joint state sequences Φ M and Φ T can also be applied to compute the conditional probability.…”
Section: Inputs Out-of-sample Disaggregationmentioning
confidence: 99%
“…[11,12] projected unsupervised spatiotemporal graphical modelling approach to detect anomalies in distributed cyber-physical systems and energy prediction of complex dynamical systems. Hierarchical method was used to extract features of time-scale non-stationary data and found the developed algorithm enables unsupervised data analysis [13]. In the work of [14], the authors developed a comprehensive methodology for detection and integrated diagnostics of gas turbine sensors.…”
Section: Introductionmentioning
confidence: 99%