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Thresholding Using Extreme Value Theory Threshold Models

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F18%3A00327883" target="_blank" >RIV/68407700:21230/18:00327883 - isvavai.cz</a>

  • Result on the web

    <a href="https://ieeexplore.ieee.org/document/8624787" target="_blank" >https://ieeexplore.ieee.org/document/8624787</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Thresholding Using Extreme Value Theory Threshold Models

  • Original language description

    Automated techniques of anomaly and outlier detection usually rely on thresholding. The quality of the method performance often depends heavily on the threshold selection. In this paper, assuming that the signal values are bounded, we propose a simple, practical method of threshold determination based on signal maxima sampling. It can be shown that only modeling block maxima is a wasteful approach to extreme value determination if other data on extremes are available. In our contribution, we reformulate the method of threshold selection based on blocks into a method using so-called threshold models. Threshold models rely on extracting the peak values from signal values which exceed a certain threshold. The experimental results confirm the performance of the method.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Result continuities

  • Project

    <a href="/en/project/GA16-07210S" target="_blank" >GA16-07210S: Complex Networks Methods Applied to Ancient Egypt Data in the Old Kingdom (2700-2180 BC)</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2018

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 2018 18th International Conference on Mechatronics - Mechatronika (ME) 2018

  • ISBN

    978-80-214-5544-3

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

    434-441

  • Publisher name

    Brno University of Technology, Faculty of Mechanical Engineering

  • Place of publication

    Brno

  • Event location

    Brno

  • Event date

    Dec 5, 2018

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article