Feature Selection for Anomaly Detection Using Optical Emission Spectroscopy

To maintain the pace of development set by Moore's law, production processes in semiconductor manufacturing are becoming more and more complex. The development of efficient and interpretable anomaly detection systems is fundamental to keeping production costs low. As the dimension of process monitoring data can become extremely high anomaly detection systems are impacted by the curse of dimensionality, hence dimensionality reduction plays an important role. Classical dimensionality reduction approaches, such as Principal Component Analysis, generally involve transformations that seek to maximize the explained variance. In datasets with several clusters of correlated variables the contributions of isolated variables to explained variance may be insignificant, with the result that they may not be included in the reduced data representation. It is then not possible to detect an anomaly if it is only reflected in such isolated variables. In this paper we present a new dimensionality reduction technique that takes account of such isolated variables and demonstrate how it can be used to build an interpretable and robust anomaly detection system for Optical Emission Spectroscopy data.

Convection-diffusion in MHD: Comparison of primitive variable and vector potential solutions of the magnetic induction equation

Abstract not available

Anomaly Detection in Noisy Images

Finding rare events in multidimensional data is an important detection problem that has applications in many fields, such as risk estimation in insurance industry, finance, flood prediction, medical diagnosis, quality assurance, security, or safety in transportation. The occurrence of such anomalies is so infrequent that there is usually not enough training data to learn an accurate statistical model of the anomaly class. In some cases, such events may have never been observed, so the only information that is available is a set of normal samples and an assumed pairwise similarity function. Such metric may only be known up to a certain number of unspecified parameters, which would either need to be learned from training data, or fixed by a domain expert. Sometimes, the anomalous condition may be formulated algebraically, such as a measure exceeding a predefined threshold, but nuisance variables may complicate the estimation of such a measure. Change detection methods used in time series analysis are not easily extendable to the multidimensional case, where discontinuities are not localized to a single point. On the other hand, in higher dimensions, data exhibits more complex interdependencies, and there is redundancy that could be exploited to adaptively model the normal data. In the first part of this dissertation, we review the theoretical framework for anomaly detection in images and previous anomaly detection work done in the context of crack detection and detection of anomalous components in railway tracks. In the second part, we propose new anomaly detection algorithms. The fact that curvilinear discontinuities in images are sparse with respect to the frame of shearlets, allows us to pose this anomaly detection problem as basis pursuit optimization. Therefore, we pose the problem of detecting curvilinear anomalies in noisy textured images as a blind source separation problem under sparsity constraints, and propose an iterative shrinkage algorithm to solve it. Taking advantage of the parallel nature of this algorithm, we describe how this method can be accelerated using graphical processing units (GPU). Then, we propose a new method for finding defective components on railway tracks using cameras mounted on a train. We describe how to extract features and use a combination of classifiers to solve this problem. Then, we scale anomaly detection to bigger datasets with complex interdependencies. We show that the anomaly detection problem naturally fits in the multitask learning framework. The first task consists of learning a compact representation of the good samples, while the second task consists of learning the anomaly detector. Using deep convolutional neural networks, we show that it is possible to train a deep model with a limited number of anomalous examples. In sequential detection problems, the presence of time-variant nuisance parameters affect the detection performance. In the last part of this dissertation, we present a method for adaptively estimating the threshold of sequential detectors using Extreme Value Theory on a Bayesian framework. Finally, conclusions on the results obtained are provided, followed by a discussion of possible future work.

Monoamniotic twins discordant for body stalk anomaly

Body stalk anomaly is a rare malformation. This anomaly in monozygotic twins is extremely unusual. We describe a case of monoamniotic pregnancy discordant for body stalk anomaly diagnosed at 11 weeks. Ultrasound showed a fetus with a large anterior abdominal wall defect, anomaly of the spine and no evidence of lower extremities and other with a normal morphology. As far as our concern, only three monoamniotic pregnancies discordant for this malformation were reported. Our case represents the fourth reported monoamniotic pregnancy discordant for body stalk anomaly with diagnosis made by ultrasound and the second diagnosed in the first trimester.

'Introducing Dendritic Cells as a Novel Immune-Inspired Algorithm for Anomaly Detection'

Abstract. Dendritic cells are antigen presenting cells that provide a vital link between the innate and adaptive immune system. Research into this family of cells has revealed that they perform the role of coordinating T-cell based immune responses, both reactive and for generating tolerance. We have derived an algorithm based on the functionality of these cells, and have used the signals and differentiation pathways to build a control mechanism for an artificial immune system. We present our algorithmic details in addition to some preliminary results, where the algorithm was applied for the purpose of anomaly detection. We hope that this algorithm will eventually become the key component within a large, distributed immune system, based on sound immunological concepts.

Toward assessing the effects of aerosols on deep convection: a numerical study using the WRF-Chemistry model

As the formative agents of cloud droplets, aerosols play an undeniably important role in the development of clouds and precipitation. Few meteorological models have been developed or adapted to simulate aerosols and their contribution to cloud and precipitation processes. The Weather Research and Forecasting model (WRF) has recently been coupled with an atmospheric chemistry suite and is jointly referred to as WRF-Chem, allowing atmospheric chemistry and meteorology to influence each other’s evolution within a mesoscale modeling framework. Provided that the model physics are robust, this framework allows the feedbacks between aerosol chemistry, cloud physics, and dynamics to be investigated. This study focuses on the effects of aerosols on meteorology, specifically, the interaction of aerosol chemical species with microphysical processes represented within the framework of the WRF-Chem. Aerosols are represented by eight size bins using the Model for Simulating Aerosol Interactions and Chemistry (MOSAIC) sectional parameterization, which is linked to the Purdue Lin bulk microphysics scheme. The aim of this study is to examine the sensitivity of deep convective precipitation modeled by the 2D WRF-Chem to varying aerosol number concentration and aerosol type. A systematic study has been performed regarding the effects of aerosols on parameters such as total precipitation, updraft/downdraft speed, distribution of hydrometeor species, and organizational features, within idealized maritime and continental thermodynamic environments. Initial results were obtained using WRFv3.0.1, and a second series of tests were run using WRFv3.2 after several changes to the activation, autoconversion, and Lin et al. microphysics schemes added by the WRF community, as well as the implementation of prescribed vertical levels by the author. The results of WRFv3.2 runs contrasted starkly with WRFv3.0.1 runs. The WRFv3.0.1 runs produced a propagating system resembling a developing squall line, whereas the WRFv3.2 runs did not. The response of total precipitation, updraft/downdraft speeds, and system organization to increasing aerosol concentrations were opposite between runs with different versions of WRF. Results of the WRFv3.2 runs, however, were in better agreement in timing and magnitude of vertical velocity and hydrometeor content with a WRFv3.0.1 run using single-moment Lin et al. microphysics, than WRFv3.0.1 runs with chemistry. One result consistent throughout all simulations was an inhibition in warm-rain processes due to enhanced aerosol concentrations, which resulted in a delay of precipitation onset that ranged from 2-3 minutes in WRFv3.2 runs, and up to 15 minutes in WRFv.3.0.1 runs. This result was not observed in a previous study by Ntelekos et al. (2009) using the WRF-Chem, perhaps due to their use of coarser horizontal and vertical resolution within their experiment. The changes to microphysical processes such as activation and autoconversion from WRFv3.0.1 to WRFv3.2, along with changes in the packing of vertical levels, had more impact than the varying aerosol concentrations even though the range of aerosol tested was greater than that observed in field studies. In order to take full advantage of the input of aerosols now offered by the chemistry module in WRF, the author recommends that a fully double-moment microphysics scheme be linked, rather than the limited double-moment Lin et al. scheme that currently exists. With this modification, the WRF-Chem will be a powerful tool for studying aerosol-cloud interactions and allow comparison of results with other studies using more modern and complex microphysical parameterizations.

Low-Volatility Anomaly in Helsinki Stock Exchange

International research shows that low-volatility stocks have beaten high-volatility stocks in terms of returns for decades on multiple markets. This abbreviation from traditional risk-return framework is known as low-volatility anomaly. This study focuses on explaining the anomaly and finding how strongly it appears in NASDAQ OMX Helsinki stock exchange. Data consists of all listed companies starting from 2001 and ending close to 2015. Methodology follows closely Baker and Haugen (2012) by sorting companies into deciles according to 3-month volatility and then calculating monthly returns for these different volatility groups. Annualized return for the lowest volatility decile is 8.85 %, while highest volatility decile destroys wealth at rate of -19.96 % per annum. Results are parallel also in quintiles that represent larger amount of companies and thus dilute outliers. Observation period captures financial crisis of 2007-2008 and European debt crisis, which embodies as low main index annual return of 1 %, but at the same time proves the success of low-volatility strategy. Low-volatility anomaly is driven by multiple reasons such as leverage constrained trading and managerial incentives which both prompt to invest in risky assets, but behavioral matters also have major weight in maintaining the anomaly.

Magnetic Theory and Applications in the Naples Bay (Southern Tyrrhenian Sea, Italy): Magnetic Anomaly Fields and Relationships with Morpho-Structural Lineaments

Magnetic theory and application to a complex volcanic area located in Southern Italy are here discussed showing the example of the Gulf of Naples, located at Southern Italy Tyrrhenian margin. A magnetic anomaly map of the Gulf of Naples has been constructed aimed at highlighting new knowledge on geophysics and volcanology of this area of the Eastern Tyrrhenian margin, characterized by a complex geophysical setting, strongly depending on sea bottom topography. The theoretical aspects of marine magnetometry and multibeam bathymetry have been discussed. Magnetic data processing included the correction of the data for the diurnal variation, the correction of the data for the offset and the leveling of the data as a function of the correction at the cross-points of the navigation lines. Multibeam and single-beam bathymetric data processing has been considered. Magnetic anomaly fields in the Naples Bay have been discussed through a detailed geological interpretation and correlated with main morpho-structural features recognized through morphobathymetric interpretation. Details of magnetic anomalies have been selected, represented and correlated with significant seismic profiles, recorded on the same navigation lines of magnetometry. They include the continental shelf offshore the Somma-Vesuvius volcanic complex, the outer shelf of the Gulf of Pozzuoli offshore the Phlegrean Fields volcanic complex, the relict volcanic banks of Pentapalummo, Nisida and Miseno, the Gaia volcanic bank on the Naples slope, the western slope of the Dohrn canyon, the Magnaghi canyon’s head and the magnetic anomalies among the Ischia and Procida islands.

Information Fusion for Anomaly Detection with the Dendritic Cell Algorithm

Dendritic cells are antigen presenting cells that provide a vital link between the innate and adaptive immune system, providing the initial detection of pathogenic invaders. Research into this family of cells has revealed that they perform information fusion which directs immune responses. We have derived a Dendritic Cell Algorithm based on the functionality of these cells, by modelling the biological signals and differentiation pathways to build a control mechanism for an artificial immune system. We present algorithmic details in addition to experimental results, when the algorithm was applied to anomaly detection for the detection of port scans. The results show the Dendritic Cell Algorithm is successful at detecting port scans.

Introducting Dendritic Cells as a Novel Immune-Inspired Algorithm for Anomaly Detection

Dendritic cells are antigen presenting cells that provide a vital link between the innate and adaptive immune system. Research into this family of cells has revealed that they perform the role of coordinating T-cell based immune responses, both reactive and for generating tolerance. We have derived an algorithm based on the functionality of these cells, and have used the signals and differentiation pathways to build a control mechanism for an artificial immune system. We present our algorithmic details in addition to some preliminary results, where the algorithm was applied for the purpose of anomaly detection. We hope that this algorithm will eventually become the key component within a large, distributed immune system, based on sound imnological concepts.

An Immune Inspired Approach to Anomaly Detection

The immune system provides a rich metaphor for computer security: anomaly detection that works in nature should work for machines. However, early artificial immune system approaches for computer security had only limited success. Arguably, this was due to these artificial systems being based on too simplistic a view of the immune system. We present here a second generation artificial immune system for process anomaly detection. It improves on earlier systems by having different artificial cell types that process information. Following detailed information about how to build such second generation systems, we find that communication between cells types is key to performance. Through realistic testing and validation we show that second generation artificial immune systems are capable of anomaly detection beyond generic system policies. The paper concludes with a discussion and outline of the next steps in this exciting area of computer security.

Dempster-Shafer for Anomaly Detection

In this paper, we implement an anomaly detection system using the Dempster-Shafer method. Using two standard benchmark problems we show that by combining multiple signals it is possible to achieve better results than by using a single signal. We further show that by applying this approach to a real-world email dataset the algorithm works for email worm detection. Dempster-Shafer can be a promising method for anomaly detection problems with multiple features (data sources), and two or more classes.