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Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection.
| 题名： | Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection. |
| 作者： | Ivistava, A. N.; Kumar, S. |
| 关键词： | Aircraft Safety; Anomalies; Mathematical Models; Prediction Analysis Techniques; Regression Analysis; Sampling |
| 摘要： | Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data. |
| 报告类型： | 科技报告 |
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