On-line novelty detection using the Kalman filter and extreme value theory

Proceedings - International Conference on Pattern Recognition

Volumn , Issue , 2008, Pages

  Lee, Hyoung Joo ^a   Roberts, Stephen J ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

PATTERN RECOGNITION; TIME SERIES;

CHANGE-POINTS; EXTREME VALUE THEORY; NOVELTY DETECTION; NOVELTY MEASURE; REAL-WORLD; TIME-SERIES DATA;

KALMAN FILTERS;

EID: 77957932620     PISSN: 10514651     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/icpr.2008.4761918     Document Type: Conference Paper

References (7)

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7. S. J. Roberts. Novelty detection using extreme value statistics. IEE Proceedings - Vision, Image and Signal Processing, 146(3):124-129, 1999.