Browsing Reprints by Subject "Ornstein-Uhlenbeck stochastic process"
Now showing items 1-14 of 14
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Anomaly detection and tracking based on mean-reverting processes with unknown parameters
(CMRE, 2019/05)Piecewise mean-reverting stochastic processes have been recently proposed and validated as an effective model for long-term object prediction. In this paper, we exploit the Ornstein-Uhlenbeck (OU) dynamic model to represent ... -
Consistent estimation of randomly sampled Ornstein-Uhlenbeck process long-run mean for long-term target state prediction
(CMRE, 2019/06)In this letter, we study the problem of estimating the long-run mean of the Ornstein-Uhlenbeck (OU) stochastic process and its effect on the long-term prediction of future vessel states, which is a crucial problem for ... -
Data driven vessel trajectory forecasting using stochastic generative models
(2019/05)In this work, we propose a data driven trajectory forecasting algorithm that utilizes both recorded historical and streaming trajectory observations. The algorithm performs Bayesian inference on a directed graph the walks ... -
Detecting anomalous deviations from standard maritime routes using the Ornstein-Uhlenbeck process
(CMRE, 2019/05)A novel anomaly detection procedure based on the Ornstein-Uhlenbeck (OU) mean-reverting stochastic process is presented. The considered anomaly is a vessel that deviates from a planned route, changing its nominal velocity ... -
Hybrid Bernoulli filtering for detection and tracking of anomalous path deviations
(CMRE, 2019/05)This paper presents a solution to the problem of sequential joint anomaly detection and tracking of a target subject to switching unknown path deviations. Based on a dynamic model described by Ornstein- Uhlenbeck (OU) ... -
Long-term vessel kinematics prediction exploiting mean-reverting processes
(CMRE, 2019/06)Long-term target state estimation of non-manoeuvring targets, such as vessels under way in open sea, is crucial for maritime security. The dynamics of non-manoeuvring targets is traditionally modelled with a white noise ... -
Maritime anomaly detection based on mean-reverting stochastic processes applied to a real-world scenario
(CMRE, 2019/05)A novel anomaly detection procedure based on the Ornstein-Uhlenbeck (OU) mean-reverting stochastic process is presented. The considered anomaly is a vessel that deviates from a planned route, changing its nominal velocity ... -
Model performance assessment for long-term vessel prediction using HFSW radar data
(CMRE, 2019/06)Vessels in open seas are seldom continuously observed. Thus, the problem of long-term vessel prediction becomes crucial. This paper focuses its attention on the performance assessment of the Ornstein- Uhlenbeck target ... -
Modeling vessel kinematics using a stochastic mean-reverting process for a long-term prediction
(CMRE, 2019/06)We present a novel method for predicting long-term target states based on mean-reverting stochastic processes. We use the Ornstein-Uhlenbeck (OU) process, leading to a revised target state equation and to a time scaling ... -
Multiple Ornstein-Uhlenbeck processes for maritime traffic graph representation
(CMRE, 2019/05)We propose an unsupervised procedure to automatically extract a graph-based model of commercial maritime traffic routes from historical Automatic Identification System (AIS) data. In the proposed representation, the main ... -
Performance assessment of vessel dynamic models for long-term prediction using heterogeneous data
(CMRE, 2019/06)Ship traffic monitoring is a foundation for many maritime security domains, and monitoring system specifications underscore the necessity to track vessels beyond territorial waters. However, vessels in open seas are seldom ... -
Prediction of rendezvous in maritime situational awareness
(CMRE, 2019/05)In this work, we consider the problem of algorithmically predicting rendezvous among vessels based on their trajectory forecasts in a maritime environment. The problem is treated as hypothesis testing on the expected value ... -
Scalable distributed change detection and its application to maritime traffic
(CMRE, 2019/06)Building on a novel methodology based on the Ornstein-Uhlenbeck (OU) process to perform accurate long-term predictions of future positions of ships at sea, we present a statistical approach to the detection of abrupt changes ... -
Validation of the Ornstein-Uhlenbeck route propagation model in the Mediterranean Sea
(CMRE, 2019/06)Traffic route analysis and prediction are both crucial to maritime security. The ability to predict a vessel position in the future is essential to provide information on upcoming events. However, accurate prediction along ...