Adaptive event detection with time-varying poisson processes

Time-series of count data are generated in many different contexts, such as web access logging, freeway traffic monitoring, and security logs associated with buildings. Since this data measures the aggregated behavior of individual human beings, it typically exhibits a periodicity in time on a number of scales (daily, weekly, etc.) that reflects the rhythms of the underlying human activity and makes the data appear non-homogeneous. At the same time, the data is often corrupted by a number of bursty periods of unusual behavior such as building events, traffic accidents, and so forth. The data mining problem of finding and extracting these anomalous events is made difficult by both of these elements. In this paper we describe a framework for unsupervised learning in this context, based on a time-varying Poisson process model that can also account for anomalous events. We show how the parameters of this model can be learned from count time series using statistical estimation techniques. ...

• Type: Conference
• Year: 2006
• Where: KDD
• Authors: Alexander T. Ihler, Jon Hutchins, Padhraic Smyth
• Keywords: Data Mining, Freeway Traffic Data, KDD 2006, Poisson Process Model, Time-varying Poisson Model