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We explore the use of Long short-term memory (LSTM) for anomaly detection in temporal data. Due to the challenges in obtaining labeled anomaly datasets, an unsupervised approach is employed. We train recurrent neural networks (RNNs) with LSTM units to learn the normal time series patterns and predict future values. The resulting prediction errors are modeled to give anomaly scores. We investigate different ways of maintaining LSTM state, and the effect of using a fixed number of time steps on LSTM prediction and detection performance. LSTMs are also compared to feed-forward neural networks with fixed size time windows over inputs. Our experiments, with three real-world datasets, show that while LSTM RNNs are suitable for general purpose time series modeling and anomaly detection, maintaining LSTM state is crucial for getting desired results. Moreover, LSTMs may not be required at all for simple time series. / Vi undersöker Long short-term memory (LSTM) för avvikelsedetektion i tidsseriedata. På grund av svårigheterna i att hitta data med etiketter så har ett oövervakat an-greppssätt använts. Vi tränar rekursiva neuronnät (RNN) med LSTM-noder för att lära modellen det normala tidsseriemönstret och prediktera framtida värden. Vi undersö-ker olika sätt av att behålla LSTM-tillståndet och effekter av att använda ett konstant antal tidssteg på LSTM-prediktionen och avvikelsedetektionsprestandan. LSTM är också jämförda med vanliga neuronnät med fasta tidsfönster över indata. Våra experiment med tre verkliga datasetvisar att även om LSTM RNN är tillämpbara för generell tidsseriemodellering och avvikelsedetektion så är det avgörande att behålla LSTM-tillståndet för att få de önskaderesultaten. Dessutom är det inte nödvändigt att använda LSTM för enkla tidsserier.

京都大学 / 0048 / 新制・課程博士 / 博士(農学) / 甲第22077号 / 農博第2369号 / 新制||農||1072(附属図書館) / 学位論文||R1||N5231(農学部図書室) / 京都大学大学院農学研究科地域環境科学専攻 / (主査)教授 近藤 直, 教授 清水 浩, 教授 飯田 訓久 / 学位規則第4条第1項該当 / Doctor of Agricultural Science / Kyoto University / DGAM

Indiana University-Purdue University Indianapolis (IUPUI) / Action recognition has been an active research topic for over three decades. There are various applications of action recognition, such as surveillance, human-computer interaction, and content-based retrieval. Recently, research focuses on movies, web videos, and TV shows datasets. The nature of these datasets make action recognition very challenging due to scene variability and complexity, namely background clutter, occlusions, viewpoint changes, fast irregular motion, and large spatio-temporal search space (articulation configurations and motions). The use of local space and time image features shows promising results, avoiding the cumbersome and often inaccurate frame-by-frame segmentation (boundary estimation). We focus on two state of the art methods for the action classification problem: dense trajectories and recurrent neural networks (RNN). Dense trajectories use typical supervised training (e.g., with Support Vector Machines) of features such as 3D-SIFT, extended SURF, HOG3D, and local trinary patterns; the main idea is to densely sample these features in each frame and track them in the sequence based on optical flow. On the other hand, the deep neural network uses the input frames to detect action and produce part proposals, i.e., estimate information on body parts (shapes and locations). We compare qualitatively and numerically these two approaches, indicative to what is used today, and describe our conclusions with respect to accuracy and efficiency.

<p>Our modern society is more dependent on its assets in space now more than ever. For<br> example, the Global Positioning System (GPS) many rely on for navigation uses data from a<br> 24-satellite constellation. Additionally, our current infrastructure for gas pumps, cell phones,<br> ATMs, traffic lights, weather data, etc. all depend on satellite data from various constel-<br> lations. As a result, it is increasingly necessary to accurately track and predict the space<br> domain. In this thesis, after discussing how space object tracking and object position pre-<br> diction is currently being done, I propose a machine learning-based approach to improving<br> the space object position prediction over the standard SGP4 method, which is limited in<br> prediction accuracy time to about 24 hours. Using this approach, we are able to show that<br> meaningful improvements over the standard SGP4 model can be achieved using a machine<br> learning model built based on a type of recurrent neural network called a long short term<br> memory model (LSTM). I also provide distance predictions for 4 different space objects over<br> time frames of 15 and 30 days. Future work in this area is likely to include extending and<br> validating this approach on additional satellites to construct a more general model, testing a<br> wider range of models to determine limits on accuracy across a broad range of time horizons,<br> and proposing similar methods less dependent on antiquated data formats like the TLE.</p>