Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

Midlatitude daytime D region ionosphere variations measured from radio atmospherics

We measured the midlatitude daytime ionospheric D region electron density profile height variations in July and August 2005 near Duke University by using radio atmospherics (or sferics for short), which are the high-power, broadband very low frequency (VLF) signals launched by lightning discharges. As expected, the measured daytime D region electron density profile heights showed temporal variations quantitatively correlated with solar zenith angle changes. In the midlatitude geographical regions near Duke University, the observed quiet time heights decreased from ∼80 km near sunrise to ∼71 km near noon when the solar zenith angle was minimum. The measured height quantitative dependence on the solar zenith angle was slightly different from the low-latitude measurement given in a previous work. We also observed unexpected spatial variations not linked to the solar zenith angle on some days, with 15% of days exhibiting regional differences larger than 0.5 km. In these 2 months, 14 days had sudden height drops caused by solar flare X-rays, with a minimum height of 63.4 km observed. The induced height change during a solar flare event was approximately proportional to the logarithm of the X-ray flux. In the long waveband (wavelength, 1-8 Å), an increase in flux by a factor of 10 resulted in 6.3 km decrease of the height at the flux peak time, nearly a perfect agreement with the previous measurement. During the rising and decaying phases of the solar flare, the height changes correlated more consistently with the short, rather than the long, wavelength X-ray flux changes. © 2010 by the American Geophysical Union.

High-fidelity, broadband stimulated-Brillouin-scattering-based slow light using fast noise modulation.

We demonstrate a 5-GHz-broadband tunable slow-light device based on stimulated Brillouin scattering in a standard highly-nonlinear optical fiber pumped by a noise-current-modulated laser beam. The noisemodulation waveform uses an optimized pseudo-random distribution of the laser drive voltage to obtain an optimal flat-topped gain profile, which minimizes the pulse distortion and maximizes pulse delay for a given pump power. In comparison with a previous slow-modulation method, eye-diagram and signal-to-noise ratio (SNR) analysis show that this broadband slow-light technique significantly increases the fidelity of a delayed data sequence, while maintaining the delay performance. A fractional delay of 0.81 with a SNR of 5.2 is achieved at the pump power of 350 mW using a 2-km-long highly nonlinear fiber with the fast noise-modulation method, demonstrating a 50% increase in eye-opening and a 36% increase in SNR in the comparison.

Spider monkey home ranges: A comparison of radio telemetry and direct observation

The ranging patterns of two male and five female spider monkeys (Ateles geoffroyi) were studied with the use of radio telemetry in Santa Rosa National Park, Costa Rica. The average size of a spider monkey home range was 62.4 hectares; however, range size varied with sex, and, for females, with the presence of a dependent infant. The probability of encountering a radio‐collared spider monkey in a three‐hour search using radio telemetry (0.91) was much greater than using a visual search (0.20), and telemetric data resulted in a larger estimate of mean home range size than did observational data, when all subjects were compared. However, the difference appeared to be owing to the presence of male ranges in the telemetric, but not the observational, data. When the size of home ranges derived from radio‐tracking data for adult females was compared to size of ranges for adult females derived from observations, the results were not significantly different. Adult males had larger home ranges than adult females, thus lending support to the hypothesis that males have adapted to the dispersion of females by occupying a large home range that overlaps the ranges of several adult females. The smallest home ranges were occupied by low‐weight females with dependent infants, perhaps reflecting social and energetic constraints. Copyright © 1988 Wiley‐Liss, Inc., A Wiley Company

Invariant measure selection by noise. An example

We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show that as the forcing and dissipation are removed a unique limit of the deterministic system is selected. The exact structure of the limiting measure depends on the specifics of the stochastic forcing.

Comparing the model-simulated global warming signal to observations using empirical estimates of unforced noise.

The comparison of observed global mean surface air temperature (GMT) change to the mean change simulated by climate models has received much public and scientific attention. For a given global warming signal produced by a climate model ensemble, there exists an envelope of GMT values representing the range of possible unforced states of the climate system (the Envelope of Unforced Noise; EUN). Typically, the EUN is derived from climate models themselves, but climate models might not accurately simulate the correct characteristics of unforced GMT variability. Here, we simulate a new, empirical, EUN that is based on instrumental and reconstructed surface temperature records. We compare the forced GMT signal produced by climate models to observations while noting the range of GMT values provided by the empirical EUN. We find that the empirical EUN is wide enough so that the interdecadal variability in the rate of global warming over the 20(th) century does not necessarily require corresponding variability in the rate-of-increase of the forced signal. The empirical EUN also indicates that the reduced GMT warming over the past decade or so is still consistent with a middle emission scenario's forced signal, but is likely inconsistent with the steepest emission scenario's forced signal.

In vivo guidance and assessment of liver radio-frequency ablation with acoustic radiation force elastography.

The initial results from clinical trials investigating the utility of acoustic radiation force impulse (ARFI) imaging for use with radio-frequency ablation (RFA) procedures in the liver are presented. To date, data have been collected from 6 RFA procedures in 5 unique patients. Large displacement contrast was observed in ARFI images of both pre-ablation malignancies (mean 7.5 dB, range 5.7-11.9 dB) and post-ablation thermal lesions (mean 6.2 dB, range 5.1-7.5 dB). In general, ARFI images provided superior boundary definition of structures relative to the use of conventional sonography alone. Although further investigations are required, initial results are encouraging and demonstrate the clinical promise of the ARFI method for use in many stages of RFA procedures.

Ambient Noise in the Kitimat Fjord System

Sound is an important medium for communication and marine organisms have evolved to capitalize on the efficiency with which sound energy travels through water. Anthropogenic and natural sound sources contribute to ocean ambient noise, which can interfere with the use of this sensory modality by marine animals. Anthropogenic noise sources have been increasing steadily over recent decades largely due to coastal population growth, increased global transportation, and offshore industrialization. Understanding the potential impacts of anthropogenic noise requires the establishment of ambient acoustic baselines from which to measure change. Establishing baselines, especially in quiet areas still largely unaffected by anthropogenic stressors, is particularly crucial in the face of the expansion of offshore industries, increasing coastal population and growing reliance on the ocean for global transportation. Global demand for liquid natural gas (LNG), catalyzed primarily by a growing Asian market, is expected to increase significantly in the next 20 years. The geographic position of British Columbia relative to these markets, a growing supply of LNG and new technology for extraction and shipping situate British Columbia as a strong competitor in the lucrative market. The LNG industry could have many adverse impacts on these territories and ecosystems. The Kitimat Fjord System is slated for the development of these LNG export facilities increasing shipping traffic for the port and thus increasing ambient noise in the fjord system. The purpose of this study is to 1) quantify the existing sound levels in the area surrounding Gil Island and 2) identify potential source mechanisms in order to provide a baseline study of the acoustic environment in the Kitimat Fjord system prior to potential increases from LNG shipping.