An Investigation of State-Space Model Fidelity for SSME Data
In previous studies, a variety of unsupervised anomaly detection techniques for anomaly detection were applied to SSME (Space Shuttle Main Engine) data. The observed results indicated that the identification of certain anomalies were specific to the algorithmic method under consideration. This is the reason why one of the follow-on goals of these previous investigations was to build an architecture to support the best capabilities of all algorithms. We appeal to that goal here by investigating a cascade, serial architecture for the best performing and most suitable candidates from previous studies. As a precursor to a formal ROC (Receiver Operating Characteristic) curve analysis for validation of resulting anomaly detection algorithms, our primary focus here is to investigate the model fidelity as measured by variants of the AIC (Akaike Information Criterion) for state-space based models. We show that placing constraints on a state-space model during or after the training of the model introduces a modest level of suboptimality. Furthermore, we compare the fidelity of all candidate models including those embodying the cascade, serial architecture. We make recommendations on the most suitable candidates for application to subsequent anomaly detection studies as measured by AIC-based criteria.