Browsing by Subject "Anomaly"

Now showing 1 - 5 of 5

Open Access
Çizge kesit yöntemi ile hiperspektral görüntülerde anomali tabanlı hedef tespiti
(IEEE, 2015-05) Batı, E.; Erdinç, Acar; Çeşmeci, D.; Çalışkan, A.; Koz, A.; Aksoy, Selim; Ertürk, S.; Alatan, A. A.
Hiperspektral hedef tespiti için yürütülen çalışmalar genel olarak iki sınıfta degerlendirilebilir. İlk sınıf olan anomali tespit yöntemlerinde, hedefin görüntünün geri kalanından farklı oldugu bilgisi kullanılarak görüntü analiz edilmektedir. Diğer sınıfta ise daha önceden bilgisi edinilmiş hedefe ait spektral imza ile görüntüdeki herbir piksel arasındaki benzerlik bulunarak hedefin konumu tespit edimektedir. Her iki sınıf yöntemin de önemli bir dezavantajı hiperspektral görüntü piksellerini bagımsız olarak degerlendirip, aralarındaki komşuluk ilişkilerini gözardı etmesidir. Bu makalede anomali tespit ve imza tabanlı tespit yakla¸sımlarını, pikseller arası komşuluk ilişkilerini de göz önünde bulundurarak birleştiren çizge yaklaşımına dayalı yeni bir yöntem önerilmiştir. Hedeflerin hem imza bilgisine sahip olundugu hem de anomali sayılabilecek ölçülerde olduğu varsayılarak önerilen çizge yaklaşımında önplan için imza bilgisi kullanan özgün bir türev tabanlı uyumlu filtre önerilmiştir. Arkaplan için ise seyreklik bilgisi kullanarak Gauss karışım bileşeni kestirimi yapan yeni bir anomali tespit yöntemi geliştirilmiştir. Son olarak komşular arası benzerligi tanımlamak için ise spektral bir benzerlik ölçütü olan spektral açı eleştiricisi kullanılmıştır. Önerilen çizge tabanlı yöntemin önplan, arkaplan ve komşuluk ilişkilerini uygun şekilde birleştirdigi ve önceki yöntemlere göre hedefi gürültüden arınmış bir bütün şeklinde başarıyla tespit edebildigi gözlemlenmiştir. The studies on hyperspectral target detection until now, has been treated in two approaches. Anomaly detection can be considered as the first approach, which analyses the hyperspectral image with respect to the difference between target and the rest of the hyperspectral image. The second approach compares the previously obtained spectral signature of the target with the pixels of the hyperspectral image in order to localize the target. A distinctive disadvantage of the aforementioned approaches is to treat each pixel of the hyperspectral image individually, without considering the neighbourhood relations between the pixels. In this paper, we propose a target detection algorithm which combines the anomaly detection and signature based hyperspectral target detection approaches in a graph based framework by utilizing the neighbourhood relations between the pixels. Assuming that the target signature is available and the target sizes are in the range of anomaly sizes, a novel derivative based matched filter is first proposed to model the foreground. Second, a new anomaly detection method which models the background as a Gaussian mixture is developed. The developed model estimates the optimal number of components forming the Gaussian mixture by means of utilizing sparsity information. Finally, the similarity of the neighbouring hyperspectral pixels is measured with the spectral angle mapper. The overall proposed graph based method has successfully combined the foreground, background and neighbouring information and improved the detection performance by locating the target as a whole object free from noises. © 2015 IEEE.
Open Access
Computer network intrusion detection using various classifiers and ensemble learning
(IEEE, 2018) Mirza, Ali H.
In this paper, we execute anomaly detection over the computer networks using various machine learning algorithms. We then combine these algorithms to boost the overall performance. We implement three different types of classifiers, i.e, neural networks, decision trees and logistic regression. We then boost the overall performance of the intrusion detection algorithm using ensemble learning. In ensemble learning, we employ weighted majority voting scheme based on the individual classifier performance. We demonstrate a significant increase in the accuracy through a set of experiments KDD Cup 99 data set for computer network intrusion detection.
Open Access
An investigation of anomalies at Istanbul Stock Exchange: size and January effects
(1995) Bora, Zeynep Gül
This study investigates January effect at Istanbul Stock Exchange in combination with size of firms which are traded for the period of 1988 - 1994, using monthly data. The study is based on the groupings of stocks in ten size groups; which permits us to examine January effect via these groups. It starts with questioning of which size groups are associated with the turn of the year effect and further examines the existence of excess returns of the smallest size group over the largest one for both January and April. This study, however, presents the evidence that the so-called January effect via size does not exist at Istanbul Stock Exchange.
Open Access
An investigation of the leverage anomaly at Istanbul Securities Exchange
(1995) Akkaya, Celal
This study investigates the presence of ‘leverage effect’ at Istanbul Securities Exchange for the period January 1990 - December 1993. Two leverage variables are used, the ratio of book equity to book assets, BE/A and the ratio of market equity to book assets, ME/A. We interpret BE/A as a measure of book leverage, while ME/A as a measure of market leverage. In portfolio comparison methodology, each year, portfolios are formed according to the previous year’s ratio of book equity to book assets and ratio of market equity to book assets and then the average monthly returns of the current year are compared. In addition, the cross-sectional regression approach of Fama-MacBeth (1973) is applied to determine which of the variables significantly explain the average return of stocks. The results show that a significant ‘leverage effect’ is not encountered at Istanbul Securities Exchange for the period of January 1990 - December 1993 in terms of book leverage and market leverage variables.
Open Access
Online learning under adverse settings
(2015-05) Özkan, Hüseyin
We present novel solutions for contemporary real life applications that generate data at unforeseen rates in unpredictable forms including non-stationarity, corruptions, missing/mixed attributes and high dimensionality. In particular, we introduce novel algorithms for online learning, where the observations are received sequentially and processed only once without being stored, under adverse settings: i) no or limited assumptions can be made about the data source, ii) the observations can be corrupted and iii) the data is to be processed at extremely fast rates. The introduced algorithms are highly effective and efficient with strong mathematical guarantees; and are shown, through the presented comprehensive real life experiments, to significantly outperform the competitors under such adverse conditions. We develop a novel highly dynamical ensemble method without any stochastic assumptions on the data source. The presented method is asymptotically guaranteed to perform as well as, i.e., competitive against, the best expert in the ensemble, where the competitor, i.e., the best expert, itself is also specifically designed to continuously improve over time in a completely data adaptive manner. In addition, our algorithm achieves a significantly superior modeling power (hence, a significantly superior prediction performance) through a hierarchical and self-organizing approach while mitigating over training issues by combining (taking finite unions of) low-complexity methods. On the contrary, the state-of-the-art ensemble techniques are heavily dependent on static and unstructured expert ensembles. In this regard, we rigorously solve the resulting issues such as the over sensitivity to source statistics as well as the incompatibility between the modeling power and the computational load/precision. Our results uniformly hold for every possible input stream in the deterministic sense regardless of the stationary or non-stationary source statistics. Furthermore, we directly address the data corruptions by developing novel versatile imputation methods and thoroughly demonstrate that the anomaly detection -in addition to being stand alone an important learning problem- is extremely effective for corruption detection/imputation purposes. To that end, as the first time in the literature, we develop the online implementation of the Neyman-Pearson characterization for anomalies in stationary or non-stationary fast streaming temporal data. The introduced anomaly detection algorithm maximizes the detection power at a specified controllable constant false alarm rate with no parameter tuning in a truly online manner. Our algorithms can process any streaming data at extremely fast rates without requiring a training phase or a priori information while bearing strong performance guarantees. Through extensive experiments over real/synthetic benchmark data sets, we also show that our algorithms significantly outperform the state-of-the-art as well as the most recently proposed techniques in the literature with remarkable adaptation capabilities to non-stationarity.