Real-Time Detection and Classification of Power Quality Disturbances.

This paper considers the problem of real-time detection and classification of power quality disturbances in power delivery systems. We propose a sequential and multivariate disturbance detection method (aiming for quick and accurate detection). Our proposed detector follows a non-parametric and supervised approach, i.e., it learns nominal and anomalous patterns from training data involving clean and disturbance signals. The multivariate nature of the method enables joint processing of data from multiple meters, facilitating quicker detection as a result of the cooperative analysis. We further extend our supervised sequential detection method to a multi-hypothesis setting, which aims to classify the disturbance events as quickly and accurately as possible in a real-time manner. The multi-hypothesis method requires a training dataset per hypothesis, i.e., per each disturbance type as well as the 'no disturbance' case. The proposed classification method is demonstrated to quickly and accurately detect and classify power disturbances.

Online Multivariate Anomaly Detection and Localization for High-Dimensional Settings.

This paper considers the real-time detection of abrupt and persistent anomalies in high-dimensional data streams. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time before the system possibly gets harmed. We propose a sequential and multivariate anomaly detection method that scales well to high-dimensional datasets. The proposed method follows a nonparametric, i.e., data-driven, and semi-supervised approach, i.e., trains only on nominal data. Thus, it is applicable to a wide range of applications and data types. Thanks to its multivariate nature, it can quickly and accurately detect challenging anomalies, such as changes in the correlation structure. Its asymptotic optimality and computational complexity are comprehensively analyzed. In conjunction with the detection method, an effective technique for localizing the anomalous data dimensions is also proposed. The practical use of proposed algorithms are demonstrated using synthetic and real data, and in variety of applications including seizure detection, DDoS attack detection, and video surveillance.