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The new method proposed in this paper applies a multivariate reconstructed
phase space (MRPS) for identifying multivariate temporal patterns that are Re: Event Characterization and Prediction Based on Temporal Patterns in Dynamic Da
characteristic and predictive of anomalies or events in a dynamic data system.
Message
The new method extends the original univariate reconstructed phase space
framework, which is based on fuzzy unsupervised clustering method, by
incorporatinganewmechanismofdatacategorizationbasedonthedefinitionof
events. In addition to modeling temporal dynamics in a multivariate phase space, a Bayesian approach is applied to model the first
orderMarkovbehaviorinthemultidimensionaldatasequences.Themethodutilizesanexponentiallossobjectivefunctiontooptimizea
hybridclassifierwhichconsistsofaradialbasiskernelfunctionandalogoddsratiocomponent.Weperformedexperimentalevaluation
onthreedatasetstodemonstratethefeasibilityandeffectivenessoftheproposedapproach.
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