Sensor exception detection method based on regularized vector autoregression model
An autoregressive model, anomaly detection technology, applied in instruments, character and pattern recognition, complex mathematical operations, etc., can solve problems such as the decline of prediction ability, and achieve the effect of reducing complexity
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[0019] Considering the geometric structure between the data, when constructing the regularization constraint item, the idea based on the flow assumption is used for reference: if two data points have similar geometric distributions in the high-dimensional space, the two data points in the resulting space after dimensionality reduction The data points should also be similar, and the flow assumption plays an important role in the data dimensionality reduction algorithm. When the data flow is unknown, the nearest neighbor graph of the data point can be used to approximate, so that the corresponding constraint item can be constructed considering the nearest neighbor graph of the data point. If a graph consists of n vertices, where each vertex corresponds to a data point, and considering the relationship between fixed points and fixed points, the weight matrix W of the defined edge is as follows:
[0020]
[0021] where N p (x i ) means x i A data set consisting of the p near...
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