Shape anomaly detection under strong measurement noise: An analytical approach to adaptive thresholding

Phys Rev E Stat Nonlin Soft Matter Phys. 2015 Oct;92(4):042927. doi: 10.1103/PhysRevE.92.042927. Epub 2015 Oct 29.

Abstract

We suggest an analytical approach to the adaptive thresholding in a shape anomaly detection problem. We find an analytical expression for the distribution of the cosine similarity score between a reference shape and an observational shape hindered by strong measurement noise that depends solely on the noise level and is independent of the particular shape analyzed. The analytical treatment is also confirmed by computer simulations and shows nearly perfect agreement. Using this analytical solution, we suggest an improved shape anomaly detection approach based on adaptive thresholding. We validate the noise robustness of our approach using typical shapes of normal and pathological electrocardiogram cycles hindered by additive white noise. We show explicitly that under high noise levels our approach considerably outperforms the conventional tactic that does not take into account variations in the noise level.