A Modified Energy Statistic for Unsupervised Anomaly Detection
For prognostics in industrial applications, the degree of anomaly of a test point from a baseline cluster is estimated using a statistical distance metric. Among different statistical distance metrics, energy distance is an interesting concept based on Newton’s Law of Gravitation, promising simpler computation than classical distance metrics. In this paper, we review the state of the art formulations of energy distance and point out several reasons why they are not directly applicable to the anomaly-detection problem. Thereby, we propose a new energy-based metric called the P-statistic which addresses these issues, is applicable to anomaly detection and retains the computational simplicity of the energy distance. We also demonstrate its effectiveness on a real-life data-set.
anomaly detection, Mahalanobis Distance, Statistical Distribution, energy distance
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