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Transformer based Kalman Filter with EM algorithm for time series prediction and anomaly detection of complex systems

Meng Ma, Liu Fu, Zhi Zhai, Ruo-Bin Sun

2024Measurement36 citationsDOI

Topics & Concepts

Kalman filterAnomaly detectionExtended Kalman filterAnomaly (physics)AlgorithmSeries (stratigraphy)Time seriesComputer scienceEnsemble Kalman filterTransformerArtificial intelligenceMathematicsEngineeringMachine learningPhysicsGeologyVoltagePaleontologyCondensed matter physicsElectrical engineeringTime Series Analysis and ForecastingAnomaly Detection Techniques and ApplicationsFault Detection and Control Systems
Transformer based Kalman Filter with EM algorithm for time series prediction and anomaly detection of complex systems | Litcius