Expected Detection Delay Research Articles

A novel control chart scheme for online social network monitoring using multivariate nonparametric profile techniques

Online social networks have become indispensable in modern life, facilitating knowledge sharing, social communication, and business marketing. To gain a deeper understanding of individuals' behavior within social networks, researchers have undertaken essential analytical tasks such as change point detection. Recently, nonparametric change point detection methods have attracted researchers' attention due to their generality and flexibility. However, existing methods exhibit limitations, including overlooking network structure, reliance on case-based network attributes, and neglecting the dynamic nature of data, which may have correlations in evolving social networks. In this study, we propose a novel multivariate mixed-effects nonparametric profile control (MENPC) algorithm to address these limitations. The advantage of MENPC relies on its unique point of view in approaching network data, where it incorporates the dynamic nature of data into the monitoring process without assuming internal independence of networks over time. Additionally, it takes into account the network structure by considering both nodal and network-level attributes. Furthermore, by introducing an updating trick formula, the proposed algorithm simplifies computations, effectively balancing memory and speed for online monitoring. We evaluate the effectiveness of MENPC through comprehensive numerical experiments using the degree correlated stochastic block model to simulate interactions in evolving online social networks. The results demonstrate MENPC's superior performance in terms of expected detection delay, showcasing its accuracy and efficiency in comparison to competing approaches including Wilson, and eigenvalue methods. Applying MENPC to the Enron email network dataset further confirms its significant progress in social network monitoring, expanding its potential for various applications.

Data-Driven-Based Intelligent Alarm Method of Ultra-Supercritical Thermal Power Units

In order to ensure the safe operation of the ultra-supercritical thermal power units (USCTPUs), this paper proposes an intelligent alarm method to enhance the performance of the alarm system. Firstly, addressing the issues of slow response and high missed alarm rate (MAR) in traditional alarm systems, a threshold optimization method is proposed by integrating kernel density estimation (KDE) and convolution optimization algorithm (COA). Based on the traditional approach, the expected detection delay (EDD) indicator is introduced to better evaluate the response speed of the alarm system. By considering the false alarm rate (FAR), and EDD, a threshold optimization objective function is constructed, and the COA is employed to obtain the optimal alarm threshold. Secondly, to address the problem of excessive nuisance alarms, this paper reduces the number of nuisance alarms by introducing an adaptive delay factor into the existing system. Finally, simulation results demonstrate that the proposed method significantly reduces the MAR and EDD, improves the response speed and performance of the alarm system, and effectively reduces the number of nuisance alarms, thereby enhancing the quality of the alarms.

GLHAD: A Group Lasso-Based Hybrid Attack Detection and Localization Framework for Multistage Manufacturing Systems

Abstract As Industry 4.0 and digitization continue to advance, the reliance on information technology increases, making the world more vulnerable to cyberattacks, especially cyber-physical attacks that can manipulate physical systems and compromise sensor data integrity. Detecting cyberattacks in multistage manufacturing systems (MMS) is crucial due to the growing sophistication of attacks and the complexity of MMS. Attacks can propagate throughout the system, affecting subsequent stages and making detection more challenging than in single-stage systems. Localization is also critical due to the complex interactions in MMS. To address these challenges, a group lasso regression-based framework is proposed to detect and localize attacks in MMS. The proposed algorithm outperforms traditional hypothesis testing-based methods in expected detection delay and localization accuracy, as demonstrated in a simple linear multistage manufacturing system.

Data-adaptive symmetric CUSUM for sequential change detection

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate detection threshold, which for many standard change statistics may need to be tuned depending on the prechange and postchange distributions. This presents a challenge in a sequential change detection setting when a signal switches between multiple distributions. Unfortunately, change point detection schemes that use the log-likelihood ratio, such as cumulative sum (CUSUM) and the generalized log-likelihood ratio (GLR), are quick to react to changes but are not symmetric when both the mean and the variance of the signal change. This makes it difficult to set a single threshold to detect multiple change points sequentially in a streaming setting. We propose a modified version of CUSUM that we call data-adaptive symmetric CUSUM (DAS-CUSUM). The DAS-CUSUM procedure is symmetric for changes between distributions, making it suitable to set a single threshold to detect multiple change points sequentially in a streaming setting. We provide results that relate the expected detection delay and average run length for our proposed procedure when both prechange and postchange distributions are normally distributed. Experiments on simulated and real-world data show the utility of DAS-CUSUM.

Ultimate Limits for Quickest Quantum Change-Point Detection.

Detecting abrupt changes in data streams is crucial because they are often triggered by events that have important consequences if left unattended. Quickest change-point detection has become a vital sequential analysis primitive that aims at designing procedures that minimize the expected detection delay of a change subject to a bounded expected false alarm time. We put forward the quantum counterpart of this fundamental primitive on streams of quantum data. We give a lower bound on the mean minimum delay when the expected time of a false alarm is asymptotically large, under the most general quantum detection strategy, which is given by a sequence of adaptive collective (potentially weak) measurements on the growing string of quantum data. In addition, we give particular strategies based on repeated measurements on independent blocks of samples that asymptotically attain the lower bound and thereby establish the ultimate quantum limit for quickest change-point detection. Finally, we discuss online change-point detection in quantum channels.

Spectral CUSUM for Online Network Structure Change Detection

Detecting abrupt changes in the community structure of a network from noisy observations is a fundamental problem in statistics and machine learning. This paper presents an online change detection algorithm called Spectral-CUSUM to detect unknown network structure changes through a generalized likelihood ratio statistic. We characterize the average run length (ARL) and the expected detection delay (EDD) of the Spectral-CUSUM procedure and prove its asymptotic optimality. Finally, we demonstrate the good performance of the Spectral-CUSUM procedure and compare it with several baseline methods using simulations and real data examples on seismic event detection using sensor network data.

Performance analysis of up/down counters in alarm design

Alarm systems, as a layer of protection, play a critical role in process safety. Modern alarm systems, however, pose a challenge in the process industry due to alarm floods, missed alarms, and a large number of false, nuisance, and chattering alarms. In this paper, we propose up/down counter configurations as a technique to improve the quality of univariate alarm systems. Mathematical models are developed based on the Markov chain to study the performance of up/down counters and analytical expressions for performance indices (the false alarm rate, missed alarm rate, and expected detection delay) are derived. The results are confirmed using Monte Carlo simulation and the utility of the proposed technique is demonstrated through examples. This proposed up/down counter is specifically compared to delay-timers as a common and well-studied alarm configuration technique.

Asymptotic Performance Analysis of Distributed Non-Bayesian Quickest Change Detection With Energy Harvesting Sensors

This article focuses on the distributed non-Bayesian quickest change detection based on the cumulative sum (CUSUM) algorithm in an energy harvesting wireless sensor network, where the distributions before and after the change point are assumed to be known. Each sensor is powered by randomly available harvested energy from the surroundings. It samples the observation signal and computes the log-likelihood ratios (LLRs) of the aforementioned two distributions if enough energy is available in its battery for sensing and processing the sample ( <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$E_{s}$</tex-math></inline-formula> ). Otherwise, the sensor decides to abstain from the sensing process during that time slot and waits until it accumulates enough energy to perform the sensing and processing of a sample. This LLR is used for performing the CUSUM test to arrive at local decisions about the change point, which are then combined at the fusion center (FC) by a predecided fusion rule to arrive at a global decision. In this article, we derive the asymptotic expressions (as the average time to a false alarm goes to infinity) for the expected detection delay and the expected time to a false alarm at the FC for three common fusion rules, namely, <sc xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">or</small> , <sc xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">and</small> , and <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$r$</tex-math></inline-formula> out of <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$N$</tex-math></inline-formula> majority rule, respectively, by considering the scenario, where the average harvested energy at each sensor is greater than the energy required for sensing and processing a sample <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$E_{s}$</tex-math></inline-formula> . To this end, we use the theory of order statistics and the asymptotic distribution of the first passage times of the local decisions. Numerical results are also provided to support the theoretical claims.

Sequential Change Detection by Optimal Weighted ℓ₂ Divergence

We present a new non-parametric statistic, called the weighed <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">l</i> <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> divergence, based on empirical distributions for sequential change detection. We start by constructing the weighed <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">l</i> <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> divergence as a fundamental building block for two-sample tests and change detection. The proposed statistic is proved to attain the optimal sample complexity in the offline setting. We then study the sequential change detection using the weighed <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">l</i> <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> divergence and characterize the fundamental performance metrics, including the average run length (ARL) and the expected detection delay (EDD). We also present practical algorithms to find the optimal projection to handle high-dimensional data and the optimal weights, which is critical to quick detection since, in such settings, there are not many post-change samples. Simulation results and real data examples are provided to validate the good performance of the proposed method.

Low-Complexity Quickest Change Detection in Linear Systems With Unknown Time-Varying Pre- and Post-Change Distributions

Motivated by the sequential detection of false data injection attacks (FDIAs) in a dynamic smart grid, we consider a more general problem of sequentially detecting a time-varying change in a dynamic linear regression model. To be specific, when the change occurs, a time-varying unknown vector is added in the linear regression model. The parameter vector of the linear regression model is also assumed to be unknown and time-varying. Thus, the pre- and post-change distributions are both unknown and time-varying. This imposes a significant challenge for designing a computationally efficient sequential detector. We first propose two Cumulative-Sum-type algorithms to address this challenge. One is called generalized Cumulative-Sum (GCUSUM) algorithm, and the other one is called relaxed generalized Cumulative-Sum (RGCUSUM) algorithm, which is a modified version of the GCUSUM. It can be shown that the computational complexity of the proposed RGCUSUM algorithm scales linearly with the number of observations. Next, considering Lordon’s setup, for any given constraint on the expected false alarm period, a lower bound on the threshold employed in the proposed RGCUSUM algorithm is derived, which provides a useful guideline for the design of the proposed RGCUSUM algorithm to achieve any prescribed performance requirement in practice. In addition, for any given threshold employed in the proposed RGCUSUM algorithm, an upper bound on the expected detection delay is also provided. The performance of the proposed RGCUSUM algorithm is numerically studied in the context of an IEEE standard power system under FDIAs. Moreover, the numerical results demonstrate the superiority of the proposed RGCUSUM in computational efficiency.

Request–Response and Censoring-Based Energy-Efficient Decentralized Change-Point Detection With IoT Applications

Change-point detection (CPD) from streaming data is a fundamental problem in statistical signal processing and has wide applications in wireless sensor networks and the Internet of Things (IoT), such as environmental monitoring and physical activity detection. In various detection schemes, decentralized detection without fusion center is becoming increasingly popular for IoT applications since it enjoys the benefit of strong robustness and security. However, it faces the big challenge of high energy consumption. In this work, we propose an energy-efficient decentralized CPD algorithm called request–response and censoring-based cumulative sum. Specifically, we design a novel communication strategy based on request–response and censoring scheme, which could help the sensors extract useful information from the neighbor sets with a low amount of communication. Furthermore, to provide a guideline on selecting the parameters involved in our algorithm, we theoretically analyze the performance of the proposed algorithm under a simplification for the most interesting cases, in terms of two standard criteria average running length (ARL) and expected detection delay (EDD). Numerical simulations are conducted to verify the effectiveness of the proposed algorithm. Moreover, we test the feasibility of the proposed algorithm in the physical activity CPD task. The experimental results on the real-world data set demonstrate its high energy efficiency and small detection delay.

Sequential subspace change point detection

We consider the online monitoring of multivariate streaming data for changes that are characterized by an unknown subspace structure manifested in the covariance matrix. In particular, we consider the covariance structure changes from an identity matrix to an unknown spiked covariance model. We assume the postchange distribution is unknown and propose two detection procedures: the largest-eigenvalue Shewhart chart and the subspace-cumulative sum (CUSUM) detection procedure. We present theoretical approximations to the average run length (ARL) and the expected detection delay (EDD) for the largest-eigenvalue Shewhart chart and provide analysis for tuning parameters of the subspace-CUSUM procedure. The performance of the proposed methods is illustrated using simulation and real data for human gesture detection and seismic event detection.

On Optimal Quantized Non-Bayesian Quickest Change Detection With Energy Harvesting

In this paper, we consider a problem of decentralized non-Bayesian quickest change detection using a wireless sensor network where the sensor nodes are powered by harvested energy from the environment. The underlying random process being monitored by the sensors is subject to change in its distribution at an unknown but deterministic time point, and the sensors take samples (sensing) periodically, compute the likelihood ratio based on the distributions before and after the change, quantize it and send it to a remote fusion centre (FC) over fading channels for performing a sequential test to detect the change. Due to the unpredictable and intermittent nature of harvested energy arrivals, the sensors need to decide whether they want to sense, and at what rate they want to quantize their information before sending them to the FC, since higher quantization rates result in higher accuracy and better detection performance, at the cost of higher energy consumption. We formulate an optimal sensing and quantization rate allocation problem (in order to minimize the expected detection delay subject to false alarm rate constraint) based on the availability (at the FC) of non-causal and causal information of sensors’ energy state information, and channel state information between the sensors and the FC. Motivated by the asymptotically inverse relationship between the expected detection delay (under a vanishingly small probability of false alarm) and the Kullback-Leibler (KL) divergence measure at the FC, we maximize an expected sum of the KL divergence measure over a finite horizon to obtain the optimal sensing and quantization rate allocation policy, subject to energy causality constraints at each sensor. The optimal solution is obtained using a typical dynamic programming based technique, and based on the optimal quantization rate, the optimal quantization thresholds are found by maximizing the KL information measure per slot. We also provide suboptimal threshold design policies using uniform quantization and an asymptotically optimal quantization policy for higher number of quantization bits. We provide an asymptotic approximation for the loss due to quantization of the KL measure, and also consider an alternative optimization problem with minimizing the expected sum of the inverse the KL divergence measure as the cost per time slot. Numerical results are provided comparing the various optimal and suboptimal quantization strategies for both optimization problem formulations, illustrating the comparative performance of these strategies at different regimes of quantization rates.

Sketching for sequential change-point detection

We present sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR statistics allow for an unknown post-change mean that represents an anomaly or novelty. We consider both fixed and time-varying projections, derive theoretical approximations to two fundamental performance metrics: the average run length (ARL) and the expected detection delay (EDD); these approximations are shown to be highly accurate by numerical simulations. We further characterize the relative performance measure of the sketching procedure compared to that without sketching and show that there can be little performance loss when the signal strength is sufficiently large, and enough number of sketches are used. Finally, we demonstrate the good performance of sketching procedures using simulation and real-data examples on solar flare detection and failure detection in power networks.

Efficient Byzantine Sequential Change Detection

In the multisensor sequential change detection problem, a disruption occurs in an environment monitored by multiple sensors. This disruption induces a change in the observations of an unknown subset of sensors. In the Byzantine version of this problem, which is the focus of this work, it is further assumed that the postulated change-point model may be misspecified for an unknown subset of sensors. The problem then is to detect the change quickly and reliably, for any possible subset of affected sensors, even if the misspecified sensors are controlled by an adversary. Given a user-specified upper bound on the number of compromised sensors, we propose and study three families of sequential change-detection rules for this problem. These are designed and evaluated under a generalization of Lorden's criterion, where conditional expected detection delay and expected time to false alarm are both computed in the worst-case scenario for the compromised sensors. The first-order asymptotic performance of these procedures is characterized as the worst-case false alarm rate goes to 0. The insights from these theoretical results are corroborated by a simulation study.

Analysis and design of time-deadbands for univariate alarm systems

Time-deadbands (or alarm latches) are popular alarm configuration methods used in industry to improve the alarm system performance. In this paper, time-deadband based configurations for the case of univariate alarm systems are analyzed. Mathematical models are developed based on Markov processes, and analytical expressions for performance indices (the false alarm rate, missed alarm rate, and expected detection delay) are derived. Systematic design procedures are also proposed, and the utility of the methods is illustrated through design examples.

Performance assessment for generalized delay-timers in alarm configuration

False and nuisance alarms are major problems in the process industry. Generalized delay-timer is an effective technique to improve the performance of an alarm system. However, due to the increasing intermediate states, computation of the performance indices, false alarm rate (FAR), missed alarm rate (MAR) and expected detection delay (EDD), is hard and unsolved for generalized delay timer. In this paper, we first propose general formulae to compute FAR and MAR by adequately reconsidering the internal relationship between the no-alarm state and the alarm state. Then the computation of EDD is discussed via the probability of alarm or no-alarm at one sample by iteration. Simulation and industrial results show that alarm performance can be improved via generalized delay-timer with proper choice of the order.

Analysis and design of multimode delay-timers

For acceptable performance of an alarm system for a mulitmode process, it is inevitable to have appropriate alarm configurations for every mode of the process. Delay-timers, being very effective in reducing false and nuisance alarms, are analyzed and designed for multimode processes. A Hidden Markov model with Markov chain observations is used to capture the configuration of delay-timers in various modes of the process. Based on the proposed model, analytical expressions for the false alarm rate, missed alarm rate, and expected detection delay are derived. For the design, a particle swarm optimization based algorithm is proposed. Application examples demonstrate the utility of the proposed method.

Quickest Detection of Parameter Changes in Stochastic Regression: Nonparametric CUSUM

We consider the problem of detecting abrupt parameter changes in a stochastic regression with unknown noise distribution. The process changes at some unknown point of time. Under general conditions on the regression function and unknown distributions of observations before and after the disruption, the paper develops a nonparametric cumulative sum procedure (CUSUM). Unlike likelihood-based CUSUM algorithms, constructed mostly on log-likelihood ratio statistics, we use a special system of basic statistics in Page's procedure. By applying a sequential sampling scheme, which measures time in terms of accumulated Kullback-Leibler (K-L) divergence, we come to a system of statistics with the martingale properties close to those of the log-likelihood ratios. The proposed approach suggests also an alternative performance criterion in the analysis of the procedure by replacing the expected detection delay by the corresponding K-L divergence. We show that, under the false alarm probability constraint, the nonparametric CUSUM rule is optimal in the sense that it ensures the logarithmic asymptotic for the detection delay.

Design of univariate alarm systems via rank order filters

Filtering is one of the techniques used in alarm system design to improve the performance of an alarm system. Due to the fact that the filtered data is no longer independent, computation of the performance indexes (false alarm rate (FAR), missed alarm rate (MAR) and expected detection delay (EDD)) is hard for filters. In this paper, rank order filters are applied in alarm system design. The output of rank order filters is restricted to one of the input samples, thus the probability density function (PDF) of the filtered data can be computed directly from the PDF of the raw data. This feature makes it possible to compute FAR and MAR for rank order filters directly. Further, a method to compute the expected detection delay is proposed for rank order filters despite the dependence of the filtered data. Simulation results shows that the order of rank order filters provide another degree-of-freedom in alarm system design besides the window size, which can be used to improve the alarm performance.