On-line Novelty Detection Using the Kalman Filter and Extreme Value Theory by Lee, H, Roberts, S, IEEE

“…Our approach is based on a Kalman filter in order to model time-series data and extreme value theory is used to compute a novelty measure in a principled manner. …”

Online Maritime Abnormality Detection Using Gaussian Processes and Extreme Value Theory. by Smith, M, Reece, S, Roberts, S, Rezek, I

“…This paper introduces a novelty detection technique using a combination of Gaussian Processes and extreme value theory to identify anomalous behaviour in streaming data. …”

Maritime abnormality detection using Gaussian processes by Smith, M, Reece, S, Roberts, S, Psorakis, I, Rezek, I

“…This paper introduces novelty detection techniques using a combination of Gaussian processes, extreme value theory and divergence measurement to identify anomalous behaviour in both streaming and batch data. …”

Anomaly detection in vessel track data by Smith, M

“…<p>This thesis introduces novelty detection techniques that use a combination of Gaussian processes, extreme value theory and divergence measurement to identify anomalous behaviour in both streaming and batch marine data. …”

Extreme value statistics for novelty detection in biomedical signal processing by Roberts, S, IEE, IEE

“…Extreme value theory (EVT) is a branch of statistics which concerns the distributions of data of unusually low or high value i.e. in the tails of some distribution. …”