Probabilistic Anomaly Detection in Dynamic Systems
This paper describes probabilistic methods for novelty detection when using pattern recognition methods for fault monitoring of dynamic systems. The problem of novelty detection is particularly acute when prior knowledge and data only allow one to construct an incomplete prior model of the system. Hence, some allowance must be made in model design so that a classifier will be robust to data generated by classes not included in the training phase.
Propabilistic Markov Model↗