3 citations · 4 across the 2 of their papers we have counts for
4 papers
Real Time Anomaly Detection And Categorisation
Alexander T. M. Fisch, Lawrence Bardwell, Idris A. Eckley
The ability to quickly and accurately detect anomalous structure within data sequences is an inference challenge of growing importance. This work extends recently proposed post-hoc…
Innovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter
Alexander T. M. Fisch, Idris A. Eckley, P. Fearnhead
In this paper, we propose CE-BASS, a particle mixture Kalman filter which is robust to both innovative and additive outliers, and able to fully capture multi-modality in the distri…
Subset Multivariate Collective And Point Anomaly Detection
Alexander T M Fisch, Idris A Eckley, Paul Fearnhead
In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, c…
A linear time method for the detection of point and collective anomalies
Alexander T. M. Fisch, Idris A. Eckley, Paul Fearnhead
The challenge of efficiently identifying anomalies in data sequences is an important statistical problem that now arises in many applications. Whilst there has been substantial wor…