Published: 30 June 2012

A new density estimation neural network to detect abnormal condition in streaming data

Qing Zhang1
Jing Wang2
Guanghua Xu3
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Abstract

Along with the development of monitoring technologies, numerous measured data pour into monitoring system and form the high-volume and open-ended data stream. Usually, abnormal condition of monitored system can be characterized by the density variation of measured data stream. However, traditional density estimation methods can not dynamically track density variation of data stream due to the limitation of processing time and computation memory. In this paper, we propose a new density estimation neural network to continuously estimate the density of streaming data in a time-based sliding window. The network has a feedforward structure composed of discretization, input and summation layer. In the discretization layer, value range of data stream is discretized to network nodes with equal intervals. Measured data in the predefined time window are pushed into input layer and updated with the window sliding. In summation layer, the activation results between input neurons and discretization neurons are summed up and multiplied by a weight factor. The network outputs the kernel density estimators of sliding segment in data stream and achieves a one-pass estimation algorithm consuming constant computation memory. By subnet separation and local activation, computation load of the network is significantly reduced to catch up the pace of data stream. The nonlinear statistics, quantile and entropy, which can be consecutively figured out with the density estimators output by the density estimation neural network, are calculated as condition indictors to track the density variation of data stream. The proposed method is evaluated by a simulated data stream consisting of two mixing distribution data sets and a pressure data stream measured from a centrifugal compressor respectively. Results show that the underlying anomalies are successfully detected.

About this article

Received
17 February 2012
Accepted
14 May 2012
Published
30 June 2012
Keywords
kernel density estimation
data streams
abnormal condition detection
neural network