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Learning Stable Multivariate Baseline Models for Outbreak Detection
Content Type: Abstract
We propose a novel technique for building generative models of real-valued multivariate time series data streams. Such models are of considerable utility as baseline simulators in anomaly detection systems. The proposed algorithm, based on Linear… read more… long sequences requires stability of the dynamics matrix, i.e. that the magnitude of its highest eigenvalue be at most … counts of 22 different drug categories aggregated over all 29 zip codes in Pitts- burgh, PA, and Figure 1(B) plots … Figure 1. (A) 22-dimensional data corresponding to dis- tinct drug categories aggregated over all zip codes in …