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We propose a novel unsupervised anomaly detection algorithm that can work for sequential data from any complex distribution in a truly online framework with mathematically proven strong performance guarantees. First, a partitioning tree is constructed to generate a doubly exponentially large hierarchical class of observation space partitions, and every partition region trains an online kernel density estimator (KDE) with its own unique dynamical bandwidth. At each time, the proposed algorithm optimally combines the class estimators to sequentially produce the final density estimation. We mathematically prove that the proposed algorithm learns the optimal partition with kernel bandwidths that are optimized in both region-specific and time-varying manner. The estimated density is then compared with a data-adaptive threshold to detect anomalies. Overall, the computational complexity is only linear in both the tree depth and data length. In our experiments, we observe significant improvements in anomaly detection accuracy compared with the state-of-the-art techniques. [ABSTRACT FROM AUTHOR]

We investigate anomaly detection in an unsupervised framework and introduce long short-term memory (LSTM) neural network-based algorithms. In particular, given variable length data sequences, we first pass these sequences through our LSTM-based structure and obtain fixed-length sequences. We then find a decision function for our anomaly detectors based on the one-class support vector machines (OC-SVMs) and support vector data description (SVDD) algorithms. As the first time in the literature, we jointly train and optimize the parameters of the LSTM architecture and the OC-SVM (or SVDD) algorithm using highly effective gradient and quadratic programming-based training methods. To apply the gradient-based training method, we modify the original objective criteria of the OC-SVM and SVDD algorithms, where we prove the convergence of the modified objective criteria to the original criteria. We also provide extensions of our unsupervised formulation to the semisupervised and fully supervised frameworks. Thus, we obtain anomaly detection algorithms that can process variable length data sequences while providing high performance, especially for time series data. Our approach is generic so that we also apply this approach to the gated recurrent unit (GRU) architecture by directly replacing our LSTM-based structure with the GRU-based structure. In our experiments, we illustrate significant performance gains achieved by our algorithms with respect to the conventional methods. [ABSTRACT FROM AUTHOR]

We introduce a novel family of adaptive robust channel estimators for highly challenging underwater acoustic (UWA) channels. Since the underwater environment is highly non-stationary and subjected to impulsive noise, we use adaptive filtering techniques based on minimization of a logarithmic cost function, which results in a better trade-off between the convergence rate and the steady state performance of the algorithm. To improve the convergence performance of the conventional first and second order linear estimation methods while mitigating the stability issues related to impulsive noise, we intrinsically combine different norms of the error in the cost function using a logarithmic term. Hence, we achieve a comparable convergence rate to the faster algorithms, while significantly enhancing the stability against impulsive noise in such an adverse communication medium. Furthermore, we provide a thorough analysis for the tracking and steady-state performances of our proposed methods in the presence of impulsive noise. In our analysis, we not only consider the impulsive noise, but also take into account the frequency and phase offsets commonly experienced in real life experiments. We demonstrate the performance of our algorithms through highly realistic experiments performed on accurately simulated underwater acoustic channels. [ABSTRACT FROM AUTHOR]