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
—