Data-driven Pathwise Sampling Approaches for Online Anomaly Detection

Abstract

Moving vehicle-based sensors (MVSs) have been increasingly used for real-time sensing and anomaly detection in various applications such as the detection of wildfires and oil spills. In this paper, we propose data-driven sampling strategies using MVSs to quickly identify abrupt changes in an area of interest in real time considering their pathwise movement constraints. To tackle challenges due to variability and partial observability of online observations, we integrate instruments of statistical process control and mathematical optimization to monitor the global status of the area of interest and adaptively adjust paths of MVSs to sample from suspicious locations based on real-time data. We provide theoretical investigations and conduct simulations to validate the superior performance of the proposed methods. In a numerical study based on real-world wildfire data, we illustrate that our proposed strategies are able to detect wildfires much earlier than benchmark methods and can significantly reduce wildfire-related costs.

Keywords:

• Anomaly detection
• Online and data-driven decisions
• Optimization
• Pathwise sampling
• Sensors
• Statistical process control

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