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Efficient ECG classification based on Chi-square distance for arrhythmia detection
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作者 Dhiah Al-Shammary Mustafa Noaman Kadhim +2 位作者 Ahmed M.Mahdi Ayman Ibaida Khandakar Ahmedb 《Journal of Electronic Science and Technology》 EI CAS CSCD 2024年第2期1-15,共15页
This study introduces a new classifier tailored to address the limitations inherent in conventional classifiers such as K-nearest neighbor(KNN),random forest(RF),decision tree(DT),and support vector machine(SVM)for ar... This study introduces a new classifier tailored to address the limitations inherent in conventional classifiers such as K-nearest neighbor(KNN),random forest(RF),decision tree(DT),and support vector machine(SVM)for arrhythmia detection.The proposed classifier leverages the Chi-square distance as a primary metric,providing a specialized and original approach for precise arrhythmia detection.To optimize feature selection and refine the classifier’s performance,particle swarm optimization(PSO)is integrated with the Chi-square distance as a fitness function.This synergistic integration enhances the classifier’s capabilities,resulting in a substantial improvement in accuracy for arrhythmia detection.Experimental results demonstrate the efficacy of the proposed method,achieving a noteworthy accuracy rate of 98% with PSO,higher than 89% achieved without any previous optimization.The classifier outperforms machine learning(ML)and deep learning(DL)techniques,underscoring its reliability and superiority in the realm of arrhythmia classification.The promising results render it an effective method to support both academic and medical communities,offering an advanced and precise solution for arrhythmia detection in electrocardiogram(ECG)data. 展开更多
关键词 Arrhythmia classification chi-square distance Electrocardiogram(ECG)signal Particle swarm optimization(PSO)
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Chi-Square and PCA Based Feature Selection for Diabetes Detection with Ensemble Classifier
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作者 Vaibhav Rupapara Furqan Rustam +2 位作者 Abid Ishaq Ernesto Lee Imran Ashraf 《Intelligent Automation & Soft Computing》 SCIE 2023年第5期1931-1949,共19页
Diabetes mellitus is a metabolic disease that is ranked among the top 10 causes of death by the world health organization.During the last few years,an alarming increase is observed worldwide with a 70%rise in the dise... Diabetes mellitus is a metabolic disease that is ranked among the top 10 causes of death by the world health organization.During the last few years,an alarming increase is observed worldwide with a 70%rise in the disease since 2000 and an 80%rise in male deaths.If untreated,it results in complications of many vital organs of the human body which may lead to fatality.Early detection of diabetes is a task of significant importance to start timely treatment.This study introduces a methodology for the classification of diabetic and normal people using an ensemble machine learning model and feature fusion of Chi-square and principal component analysis.An ensemble model,logistic tree classifier(LTC),is proposed which incorporates logistic regression and extra tree classifier through a soft voting mechanism.Experiments are also performed using several well-known machine learning algorithms to analyze their performance including logistic regression,extra tree classifier,AdaBoost,Gaussian naive Bayes,decision tree,random forest,and k nearest neighbor.In addition,several experiments are carried out using principal component analysis(PCA)and Chi-square(Chi-2)fea-tures to analyze the influence of feature selection on the performance of machine learning classifiers.Results indicate that Chi-2 features show high performance than both PCA features and original features.However,the highest accuracy is obtained when the proposed ensemble model LTC is used with the proposed fea-ture fusion framework-work which achieves a 0.85 accuracy score which is the highest of the available approaches for diabetes prediction.In addition,the statis-tical T-test proves the statistical significance of the proposed approach over other approaches. 展开更多
关键词 Diabetes mellitus prediction feature fusion ensemble classifier principal component analysis chi-square
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单值分解和Chi-square技术在生化反应过程控制中的应用
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作者 李延科 张淑芬 杨锦宗 《化工学报》 EI CAS CSCD 北大核心 2003年第9期1326-1329,共4页
In this paper Singular Decompositon Value (SVD) formula and modified Chi-square solution are provided, and the modified Chi-square is combined with FT-IR instrument to control biochemical reaction process. Using the m... In this paper Singular Decompositon Value (SVD) formula and modified Chi-square solution are provided, and the modified Chi-square is combined with FT-IR instrument to control biochemical reaction process. Using the modified Chi-square technique, the unknown concentration of reactants and products in test samples withdrawn from the process is determined. The technique avoids the need for the spectral data to conform to Beer’s Law and the best spectral range is determined automatically. 展开更多
关键词 单值分解 chi-square FT-IR波谱仪 过程控制
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基于Chi-square检验的分布式网络入侵检测系统
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作者 张明辉 李俭 张秋芳 《微计算机信息》 2010年第15期98-99,92,共3页
针对网络攻击的新特点,本文提出了一种基于Chi-square检验的分布式网络入侵检测系统模型CTDIDS。设计并实现了一个基于异常检测的入侵分析引擎。通过对网络数据包的分析,运用Chi-square值比较对系统的行为进行检测。与现有的入侵检测方... 针对网络攻击的新特点,本文提出了一种基于Chi-square检验的分布式网络入侵检测系统模型CTDIDS。设计并实现了一个基于异常检测的入侵分析引擎。通过对网络数据包的分析,运用Chi-square值比较对系统的行为进行检测。与现有的入侵检测方法相比,本文提出的方法具有更好的环境适应性和数据协同分析能力。实验证明,分布式入侵检测系统CTDIDS具有更高的准确性和扩展性。 展开更多
关键词 入侵检测 分布式 chi-square检验
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Visualising data distributions with kernel density estimation and reduced chi-squared statistic 被引量:8
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作者 C.J.Spencer C.Yakymchuk M.Ghaznavi 《Geoscience Frontiers》 SCIE CAS CSCD 2017年第6期1247-1252,共6页
The application of frequency distribution statistics to data provides objective means to assess the nature of the data distribution and viability of numerical models that are used to visualize and interpret data.Two c... The application of frequency distribution statistics to data provides objective means to assess the nature of the data distribution and viability of numerical models that are used to visualize and interpret data.Two commonly used tools are the kernel density estimation and reduced chi-squared statistic used in combination with a weighted mean.Due to the wide applicability of these tools,we present a Java-based computer application called KDX to facilitate the visualization of data and the utilization of these numerical tools. 展开更多
关键词 Data visualisation KERNEL DENSITY estimation REDUCED chi-squared statistic Mean SQUARE WEIGHTED deviation GEOSTATISTICS
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大锻件统计学Chi-square test的研究和应用 被引量:3
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作者 齐作玉 吕亚臣 任运来 《大型铸锻件》 2011年第1期9-11,25,共4页
根据大锻件生产的特点和统计学的基本理论方法,首次深入浅出地论述了大锻件的Chi-square test,即X2检验,并给出了具体应用示例。该方法可用于大锻件工艺参数的科学分析和生产验证,可用于大锻件质量分析和判断,可帮助逐步建立起大锻件的... 根据大锻件生产的特点和统计学的基本理论方法,首次深入浅出地论述了大锻件的Chi-square test,即X2检验,并给出了具体应用示例。该方法可用于大锻件工艺参数的科学分析和生产验证,可用于大锻件质量分析和判断,可帮助逐步建立起大锻件的工序能力,帮助实现稳定并提升大锻件工艺和质量控制水平。 展开更多
关键词 大锻件 chi-square TEST 统计学
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Optimization Method of Suspected Electricity Theft Topic Model Based on Chi-square Test and Logistic Regression 被引量:1
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作者 Jian Dou Ye Aliaosha 《国际计算机前沿大会会议论文集》 2018年第2期32-32,共1页
关键词 Anti-electricity THEFT chi-square test LOGISTIC regressionPower consumption inspection
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Large Deviations and Moderate Deviations for the Chi-Square Test in Type Ⅱ Error
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作者 JIANG Hui GAO Fuqing 《Wuhan University Journal of Natural Sciences》 CAS 2008年第2期129-132,共4页
We study the asymptotics tot the statistic of chi-square in type Ⅱ error. By the contraction principle, the large deviations and moderate deviations are obtained, and the rate function of moderate deviations can be c... We study the asymptotics tot the statistic of chi-square in type Ⅱ error. By the contraction principle, the large deviations and moderate deviations are obtained, and the rate function of moderate deviations can be calculated explicitly which is a squared function. 展开更多
关键词 large deviations moderate deviations chi-square test
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Chi-Square Distribution: New Derivations and Environmental Application
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作者 Thomas M. Semkow Nicole Freeman +8 位作者 Umme-Farzana Syed Douglas K. Haines Abdul Bari Abdul J. Khan Kimi Nishikawa Adil Khan Adam G. Burn Xin Li Liang T. Chu 《Journal of Applied Mathematics and Physics》 2019年第8期1786-1799,共14页
We describe two new derivations of the chi-square distribution. The first derivation uses the induction method, which requires only a single integral to calculate. The second derivation uses the Laplace transform and ... We describe two new derivations of the chi-square distribution. The first derivation uses the induction method, which requires only a single integral to calculate. The second derivation uses the Laplace transform and requires minimum assumptions. The new derivations are compared with the established derivations, such as by convolution, moment generating function, and Bayesian inference. The chi-square testing has seen many applications to physics and other fields. We describe a unique version of the chi-square test where both the variance and location are tested, which is then applied to environmental data. The chi-square test is used to make a judgment whether a laboratory method is capable of detection of gross alpha and beta radioactivity in drinking water for regulatory monitoring to protect health of population. A case of a failure of the chi-square test and its amelioration are described. The chi-square test is compared to and supplemented by the t-test. 展开更多
关键词 Mathematical Induction LAPLACE Transform GAMMA Distribution chi-square Test GROSS Alpha-Beta DRINKING Water
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Use of Pearson’s Chi-Square for Testing Equality of Percentile Profiles across Multiple Populations
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作者 William D. Johnson Robbie A. Beyl +3 位作者 Jeffrey H. Burton Callie M. Johnson Jacob E. Romer Lei Zhang 《Open Journal of Statistics》 2015年第5期412-420,共9页
In large sample studies where distributions may be skewed and not readily transformed to symmetry, it may be of greater interest to compare different distributions in terms of percentiles rather than means. For exampl... In large sample studies where distributions may be skewed and not readily transformed to symmetry, it may be of greater interest to compare different distributions in terms of percentiles rather than means. For example, it may be more informative to compare two or more populations with respect to their within population distributions by testing the hypothesis that their corresponding respective 10th, 50th, and 90th percentiles are equal. As a generalization of the median test, the proposed test statistic is asymptotically distributed as Chi-square with degrees of freedom dependent upon the number of percentiles tested and constraints of the null hypothesis. Results from simulation studies are used to validate the nominal 0.05 significance level under the null hypothesis, and asymptotic power properties that are suitable for testing equality of percentile profiles against selected profile discrepancies for a variety of underlying distributions. A pragmatic example is provided to illustrate the comparison of the percentile profiles for four body mass index distributions. 展开更多
关键词 Asymptotic chi-square TEST EQUALITY of PERCENTILES Large Sample TEST MEDIAN TEST NONPARAMETRIC Methods
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Generalized Kumaraswamy Generalized Power Gompertz Distribution: Statistical Properties, Application, and Validation Using a Modified Chi-Squared Goodness of Fit Test
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作者 Obubu Maxwell Ibeakuzie Precious Onyedikachi +2 位作者 Khaoula Aidi Chijioke Igwe Akpa Nacira Seddik-Ameur 《Applied Mathematics》 2022年第3期243-262,共20页
A new six-parameter continuous distribution called the Generalized Kumaraswamy Generalized Power Gompertz (GKGPG) distribution is proposed in this study, a graphical illustration of the probability density function an... A new six-parameter continuous distribution called the Generalized Kumaraswamy Generalized Power Gompertz (GKGPG) distribution is proposed in this study, a graphical illustration of the probability density function and cumulative distribution function is presented. The statistical features of the Generalized Kumaraswamy Generalized Power Gompertz distribution are systematically derived and adequately studied. The estimation of the model parameters in the absence of censoring and under-right censoring is performed using the method of maximum likelihood. The test statistic for right-censored data, criteria test for GKGPG distribution, estimated matrix &#372;, &#264;, and &#284;, criteria test Y<sup>2</sup>n</sub>, alongside the quadratic form of the test statistic is derived. Mean simulated values of maximum likelihood estimates and their corresponding square mean errors are presented and confirmed to agree closely with the true parameter values. Simulated levels of significance for Y<sup>2</sup>n</sub> (γ) test for the GKGPG model against their theoretical values were recorded. We conclude that the null hypothesis for which simulated samples are fitted by GKGPG distribution is widely validated for the different levels of significance considered. From the summary of the results of the strength of a specific type of braided cord dataset on the GKGPG model, it is observed that the proposed GKGPG model fits the data set for a significance level ε = 0.05. 展开更多
关键词 Power Gompertz Generalized Kumaraswamy-G Modified chi-squared the Goodness of Fit CENSORING
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A Simple Chi-Square Statistic for Testing Homogeneity of Zero-Inflated Distributions
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作者 William D. Johnson Jeffrey H. Burton +1 位作者 Robbie A. Beyl Jacob E. Romer 《Open Journal of Statistics》 2015年第6期483-493,共11页
Zero-inflated distributions are common in statistical problems where there is interest in testing homogeneity of two or more independent groups. Often, the underlying distribution that has an inflated number of zero-v... Zero-inflated distributions are common in statistical problems where there is interest in testing homogeneity of two or more independent groups. Often, the underlying distribution that has an inflated number of zero-valued observations is asymmetric, and its functional form may not be known or easily characterized. In this case, comparisons of the groups in terms of their respective percentiles may be appropriate as these estimates are nonparametric and more robust to outliers and other irregularities. The median test is often used to compare distributions with similar but asymmetric shapes but may be uninformative when there are excess zeros or dissimilar shapes. For zero-inflated distributions, it is useful to compare the distributions with respect to their proportion of zeros, coupled with the comparison of percentile profiles for the observed non-zero values. A simple chi-square test for simultaneous testing of these two components is proposed, applicable to both continuous and discrete data. Results of simulation studies are reported to summarize empirical power under several scenarios. We give recommendations for the minimum sample size which is necessary to achieve suitable test performance in specific examples. 展开更多
关键词 Asymptotic chi-square TEST EQUALITY of QUANTILES Large Sample TEST Nonparametric TEST Percentile Profiles ZERO-INFLATED DISTRIBUTIONS
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Association between people’s attitudes towards human-elephant conflict and their locational,demographic,and socio-economic characteristics in Buxa Tiger Reserve and its adjoining area,India
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作者 Chiranjib NAD Tamal BASU-ROY 《Regional Sustainability》 2024年第1期11-25,共15页
“Human-elephant conflict(HEC)”,the alarming issue,in present day context has attracted the attention of environmentalists and policy makers.The rising conflict between human beings and wild elephants is common in Bu... “Human-elephant conflict(HEC)”,the alarming issue,in present day context has attracted the attention of environmentalists and policy makers.The rising conflict between human beings and wild elephants is common in Buxa Tiger Reserve(BTR)and its adjoining area in West Bengal State,India,making the area volatile.People’s attitudes towards elephant conservation activity are very crucial to get rid of HEC,because people’s proximity with wild elephants’habitat can trigger the occurrence of HEC.The aim of this study is to conduct an in-depth investigation about the association of people’s attitudes towards HEC with their locational,demographic,and socio-economic characteristics in BTR and its adjoining area by using Pearson’s bivariate chi-square test and binary logistic regression analysis.BTR is one of the constituent parts of Eastern Doors Elephant Reserve(EDER).We interviewed 500 respondents to understand their perceptions to HEC and investigated their locational,demographic,and socio-economic characteristics including location of village,gender,age,ethnicity,religion,caste,poverty level,education level,primary occupation,secondary occupation,household type,and source of firewood.The results indicate that respondents who are living in enclave forest villages(EFVs),peripheral forest villages(PFVs),corridor village(CVs),or forest and corridor villages(FCVs),mainly males,at the age of 18–48 years old,engaged with agriculture occupation,and living in kancha and mixed houses,have more likelihood to witness HEC.Besides,respondents who are illiterate or at primary education level are more likely to regard elephant as a main problematic animal around their villages and refuse to participate in elephant conservation activity.For the sake of a sustainable environment for both human beings and wildlife,people’s attitudes towards elephants must be friendly in a more prudent way,so that the two communities can live in harmony. 展开更多
关键词 Human-elephant conflict Elephant conservation chi-square test statistics Binary logistic regression Demographic and socioeconomic characteristics Buxa Tiger Reserve
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Correlation knowledge extraction based on data mining for distribution network planning 被引量:2
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作者 Zhifang Zhu Zihan Lin +4 位作者 Liping Chen Hong Dong Yanna Gao Xinyi Liang Jiahao Deng 《Global Energy Interconnection》 EI CSCD 2023年第4期485-492,共8页
Traditional distribution network planning relies on the professional knowledge of planners,especially when analyzing the correlations between the problems existing in the network and the crucial influencing factors.Th... Traditional distribution network planning relies on the professional knowledge of planners,especially when analyzing the correlations between the problems existing in the network and the crucial influencing factors.The inherent laws reflected by the historical data of the distribution network are ignored,which affects the objectivity of the planning scheme.In this study,to improve the efficiency and accuracy of distribution network planning,the characteristics of distribution network data were extracted using a data-mining technique,and correlation knowledge of existing problems in the network was obtained.A data-mining model based on correlation rules was established.The inputs of the model were the electrical characteristic indices screened using the gray correlation method.The Apriori algorithm was used to extract correlation knowledge from the operational data of the distribution network and obtain strong correlation rules.Degree of promotion and chi-square tests were used to verify the rationality of the strong correlation rules of the model output.In this study,the correlation relationship between heavy load or overload problems of distribution network feeders in different regions and related characteristic indices was determined,and the confidence of the correlation rules was obtained.These results can provide an effective basis for the formulation of a distribution network planning scheme. 展开更多
关键词 Distribution network planning Data mining Apriori algorithm Gray correlation analysis chi-square test
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Automatic Diagnosis of Polycystic Ovarian Syndrome Using Wrapper Methodology with Deep Learning Techniques
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作者 Mohamed Abouhawwash S.Sridevi +3 位作者 Suma Christal Mary Sundararajan Rohit Pachlor Faten Khalid Karim Doaa Sami Khafaga 《Computer Systems Science & Engineering》 SCIE EI 2023年第10期239-253,共15页
One of the significant health issues affecting women that impacts their fertility and results in serious health concerns is Polycystic ovarian syndrome(PCOS).Consequently,timely screening of polycystic ovarian syndrom... One of the significant health issues affecting women that impacts their fertility and results in serious health concerns is Polycystic ovarian syndrome(PCOS).Consequently,timely screening of polycystic ovarian syndrome can help in the process of recovery.Finding a method to aid doctors in this procedure was crucial due to the difficulties in detecting this condition.This research aimed to determine whether it is possible to optimize the detection of PCOS utilizing Deep Learning algorithms and methodologies.Additionally,feature selection methods that produce the most important subset of features can speed up calculation and enhance the effectiveness of classifiers.In this research,the tri-stage wrapper method is used because it reduces the computation time.The proposed study for the Automatic diagnosis of PCOS contains preprocessing,data normalization,feature selection,and classification.A dataset with 39 characteristics,including metabolism,neuroimaging,hormones,and biochemical information for 541 subjects,was employed in this scenario.To start,this research pre-processed the information.Next for feature selection,a tri-stage wrapper method such as Mutual Information,ReliefF,Chi-Square,and Xvariance is used.Then,various classification methods are tested and trained.Deep learning techniques including convolutional neural network(CNN),multi-layer perceptron(MLP),Recurrent neural network(RNN),and Bi long short-term memory(Bi-LSTM)are utilized for categorization.The experimental finding demonstrates that with effective feature extraction process using tri stage wrapper method+CNN delivers the highest precision(97%),high accuracy(98.67%),and recall(89%)when compared with other machine learning algorithms. 展开更多
关键词 Deep learning automatic detection polycystic ovarian syndrome tri-stage wrapper method mutual information RELIEF chi-square
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Robust ACO-Based Landmark Matching and Maxillofacial Anomalies Classification
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作者 Dalel Ben Ismail Hela Elmannai +1 位作者 Souham Meshoul Mohamed Saber Naceur 《Intelligent Automation & Soft Computing》 SCIE 2023年第2期2219-2236,共18页
Imagery assessment is an efficient method for detecting craniofacial anomalies.A cephalometric landmark matching approach may help in orthodontic diagnosis,craniofacial growth assessment and treatment planning.Automati... Imagery assessment is an efficient method for detecting craniofacial anomalies.A cephalometric landmark matching approach may help in orthodontic diagnosis,craniofacial growth assessment and treatment planning.Automatic landmark matching and anomalies detection helps face the manual labelling lim-itations and optimize preoperative planning of maxillofacial surgery.The aim of this study was to develop an accurate Cephalometric Landmark Matching method as well as an automatic system for anatomical anomalies classification.First,the Active Appearance Model(AAM)was used for the matching process.This pro-cess was achieved by the Ant Colony Optimization(ACO)algorithm enriched with proximity information.Then,the maxillofacial anomalies were classified using the Support Vector Machine(SVM).The experiments were conducted on X-ray cephalograms of 400 patients where the ground truth was produced by two experts.The frameworks achieved a landmark matching error(LE)of 0.50±1.04 and a successful landmark matching of 89.47%in the 2 mm and 3 mm range and of 100%in the 4 mm range.The classification of anomalies achieved an accuracy of 98.75%.Compared to previous work,the proposed approach is simpler and has a comparable range of acceptable matching cost and anomaly classification.Results have also shown that it outperformed the K-nearest neigh-bors(KNN)classifier. 展开更多
关键词 Maxillofacial anomalies cephalometric landmarks similarity chi-square distance quadratic assignment problem ant colony optimization SVM
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A Machine Learning-Based Distributed Denial of Service Detection Approach for Early Warning in Internet Exchange Points
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作者 Salem Alhayani Diane R.Murphy 《Computers, Materials & Continua》 SCIE EI 2023年第8期2235-2259,共25页
The Internet service provider(ISP)is the heart of any country’s Internet infrastructure and plays an important role in connecting to theWorld WideWeb.Internet exchange point(IXP)allows the interconnection of two or m... The Internet service provider(ISP)is the heart of any country’s Internet infrastructure and plays an important role in connecting to theWorld WideWeb.Internet exchange point(IXP)allows the interconnection of two or more separate network infrastructures.All Internet traffic entering a country should pass through its IXP.Thus,it is an ideal location for performing malicious traffic analysis.Distributed denial of service(DDoS)attacks are becoming a more serious daily threat.Malicious actors in DDoS attacks control numerous infected machines known as botnets.Botnets are used to send numerous fake requests to overwhelm the resources of victims and make them unavailable for some periods.To date,such attacks present a major devastating security threat on the Internet.This paper proposes an effective and efficient machine learning(ML)-based DDoS detection approach for the early warning and protection of the Saudi Arabia Internet exchange point(SAIXP)platform.The effectiveness and efficiency of the proposed approach are verified by selecting an accurate ML method with a small number of input features.A chi-square method is used for feature selection because it is easier to compute than other methods,and it does not require any assumption about feature distribution values.Several ML methods are assessed using holdout and 10-fold tests on a public large-size dataset.The experiments showed that the performance of the decision tree(DT)classifier achieved a high accuracy result(99.98%)with a small number of features(10 features).The experimental results confirmthe applicability of using DT and chi-square for DDoS detection and early warning in SAIXP. 展开更多
关键词 Internet exchange point Saudi Arabia IXP(SAIXP) distributed denial of service chi-square feature selection machine learning
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一种近似Markov Blanket最优特征选择算法 被引量:15
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作者 崔自峰 徐宝文 +1 位作者 张卫丰 徐峻岭 《计算机学报》 EI CSCD 北大核心 2007年第12期2074-2081,共8页
特征选择可以有效改善分类效率和精度,传统方法通常只评价单个特征,较少评价特征子集.在研究特征相关性基础上,进一步划分特征为强相关、弱相关、无关和冗余四种特征,建立起Markov Blanket理论和特征相关性之间的联系,结合Chi-Square检... 特征选择可以有效改善分类效率和精度,传统方法通常只评价单个特征,较少评价特征子集.在研究特征相关性基础上,进一步划分特征为强相关、弱相关、无关和冗余四种特征,建立起Markov Blanket理论和特征相关性之间的联系,结合Chi-Square检验统计方法,提出了一种基于前向选择的近似Markov Blanket特征选择算法,获得近似最优的特征子集.实验结果证明文中方法选取的特征子集与原始特征子集相比,以远小于原始特征数的特征子集获得了高于或接近于原始特征集的分类结果.同时,在高维特征空间的文本分类领域,与其它的特征选择方法OCFS,DF,CHI,IG等方法的分类结果进行了比较,在20Newsgroup文本数据集上的分类实验结果表明文中提出的方法获得的特征子集在分类时优于其它方法. 展开更多
关键词 特征选择 相关性 MARKOV BLANKET chi-square检验 分类
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基于DeltaGamma正态模型的VaR计算 被引量:8
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作者 田新时 刘汉中 李耀 《系统工程》 CSCD 北大核心 2002年第5期92-96,共5页
对于包含期权等非线性头寸的投资组合来说 ,其 Va R(Vaultat Risk)计算 ,通常是利用二阶或高阶泰勒展开式来近似投资组合在特定时期内相对于市场变量的价值变化 ,即所谓的 Delta- Gamma模型(简称 DGN模型 ) ,然后针对这个模型来进行 Va ... 对于包含期权等非线性头寸的投资组合来说 ,其 Va R(Vaultat Risk)计算 ,通常是利用二阶或高阶泰勒展开式来近似投资组合在特定时期内相对于市场变量的价值变化 ,即所谓的 Delta- Gamma模型(简称 DGN模型 ) ,然后针对这个模型来进行 Va R计算。本文所提出的矩匹配方法是解决这一问题的普遍方法。且同时试图用 Chi- squared分布来拟合投资组合回报 ,运用矩匹配估计方法求得 Chi- squared分布的相应的未知参数 ,且得到的 Va R值与局部 Monte- Carlo模拟进行了比较。 展开更多
关键词 DeltaGamma正态模型 VAR计算 矩匹配方法 样本矩 chi-squared分布 投资组合 股票价格
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多传感器目标跟踪航迹关联技术及应用 被引量:6
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作者 朱靖 孟晓风 《电子测量与仪器学报》 CSCD 2003年第2期51-55,共5页
多传感器目标跟踪是信息融合技术在目标跟踪领域的应用范例。航迹关联是其中的关键技术之一。本文分析了多种航迹关联算法 ,提出一种将最近邻法与chi-square分布相结合 ,通过计算统计均值选择航迹的关联方法。
关键词 多传感器目标跟踪 信息融合 航迹关联 最近邻法 chi-square分布
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