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Assessing the Effectiveness of Generalized Likelihood Ratio Test Detector Schemes in Seismic Event Detection and the Avoidance of Nontarget Signals

Cross-correlation techniques have played a long-standing and pivotal role in seismic event monitoring. However, the performance of correlation-based detectors is challenged by nuisance seismicity, or nontarget signals. Such detections are a problem when the mission is to automatically map events to the correct source region. Using aftershocks of the 2014 $M_w$ 6.0 South Napa, California, earthquake, we demonstrate the effectiveness of utilizing a dynamic correlation processor framework in a generalized likelihood ratio test (GLRT) detector configuration to minimize nontarget detections. A GLRT maximizes a detection statistic with respect to one or more unknown parameters. In this case, the detection statistic is a template signal match against the waveform in a window sliding over a data stream, and the unknown parameter is an index variable indicating group membership of the template event or events. Detected events are assigned to the event group that yields the largest detection statistic. In this work, our results show that a GLRT detector will outperform a suite of independently operating correlation and subspace detectors in terms of having a lower nontarget detection rate at a given missed detection rate. We also show that a GLRT detector composed of a few high-rank subspace detectors has a slightly higher nontarget detection rate, but a significantly lower missed detection rate, than a GLRT detector composed of many low-rank subspace detectors. The high-rank GLRT configuration produced impressive results even with marginal data (single channel, single station, and very low time bandwidth product), which bodes well for the utility of building efficient aftershock classification systems and global monitoring systems at larger scales. However, future work is required to assess performance at the regional scale and to assess the performance of the system at detecting target events not used in the detector template creation.

58 GEOSCIENCES↗

Detection of DoS Attacks Using ARFIMA Modeling of GOOSE Communication in IEC 61850 Substations

Integration of Information and Communication Technology (ICT) in modern smart grids (SGs) offers many advantages including the use of renewables and an effective way to protect, control and monitor the energy transmission and distribution. To reach an optimal operation of future energy systems, availability, integrity and confidentiality of data should be guaranteed. Research on the cyber-physical security of electrical substations based on IEC 61850 is still at an early stage. In the present work, we first model the network traffic data in electrical substations, then, we present a statistical Anomaly Detection (AD) method to detect Denial of Service (DoS) attacks against the Generic Object Oriented Substation Event (GOOSE) network communication. According to interpretations on the self-similarity and the Long-Range Dependency (LRD) of the data, an Auto-Regressive Fractionally Integrated Moving Average (ARFIMA) model was shown to describe well the GOOSE communication in the substation process network. Based on this ARFIMA-model and in view of cyber-physical security, an effective model-based AD method is developed and analyzed. Two variants of the statistical AD considering statistical hypothesis testing based on the Generalized Likelihood Ratio Test (GLRT) and the cumulative sum (CUSUM) are presented to detect flooding attacks that might affect the availability of the data. Our work presents a novel AD method, with two different variants, tailored to the specific features of the GOOSE traffic in IEC 61850 substations. The statistical AD is capable of detecting anomalies at unknown change times under the realistic assumption of unknown model parameters. The performance of both variants of the AD method is validated and assessed using data collected from a simulation case study. We perform several Monte-Carlo simulations under different noise variances. The detection delay is provided for each detector and it represents the number of discrete time samples after which an anomaly is detected. In fact, our statistical AD method with both variants (CUSUM and GLRT) has around half the false positive rate and a smaller detection delay when compared with two of the closest works found in the literature. Our AD approach based on the GLRT detector has the smallest false positive rate among all considered approaches. Whereas, our AD approach based on the CUSUM test has the lowest false negative rate thus the best detection rate. Depending on the requirements as well as the costs of false alarms or missed anomalies, both variants of our statistical detection method can be used and are further analyzed using composite detection metrics.

IEC 61850 electrical substations↗

Absorptive Weak Plume Detection on Gaussian and Non-Gaussian Background Clutter

For additive signals on Gaussian clutter, the optimal detector is a linear matched filter that is adapted to the known signal and the covariance of the background. This adaptive matched filter is widely used for gas-phase plume detection, even though the effect of the plume on the background is not strictly additive. Here, a derivation of the matched filter for a strictly absorptive plume produces, in the weak plume limit, a quadratic filter. This quadratic matched filter is extended in two ways: an elliptically-contoured multivariate t distribution is used to generalize the Gaussian background clutter, and a generalized likelihood ratio test detector is derived to extend applicability to stronger plumes. In addition to detectors whose purpose is to identify presence versus absence of a plume, expressions are also derived for estimating plume strength. The performance of these various detectors is evaluated by implanting simulated plume into background images that are either real hyperspectral images or simulated images based on different (Gaussian, multivariate t, and lognormal) clutter distributions.

79 ASTRONOMY AND ASTROPHYSICS↗

Bearing Fault Detection on Wind Turbine Gearbox Vibrations Using Generalized Likelihood Ratio-Based Indicators

Studies in condition monitoring literature often aim to detect rolling element bearing faults because they have one of the biggest shares among defects in turbo machinery. Accordingly, several prognosis and diagnosis methods have been devised to identify fault signatures from vibration signals. A recently proposed method to capture the rolling element bearing degradation provides the groundwork for new indicator families utilizing the generalized likelihood ratio test. This novel approach exploits the cyclostationarity and the impulsiveness of vibration signals independently in order to estimate the most suitable indicators for a given fault. However, the method has yet to be tested on complex experimental vibration signals such as those of a wind turbine gearbox. In this study, the approach is applied to the National Renewable Energy Laboratory Wind Turbine Gearbox Condition Monitoring Round Robin Study data set for bearing fault detection purposes. The data set is measured on an experimental test rig of a wind turbine gearbox; hence the complexity of the vibration signals is similar to a real case. The outcome demonstrates that the proposed method is capable of distinguishing between healthy and damaged vibration signals measured on a complex wind turbine gearbox.

condition monitoring↗

Bearing Fault Detection on Wind Turbine Gearbox Vibrations Using Generalized Likelihood Ratio-Based Indicators: Preprint

Studies in condition monitoring literature often aim to detect rolling element bearing faults because they have one of the biggest shares among defects in turbo machinery. Accordingly, several prognosis and diagnosis methods have been devised to identify fault signatures from vibration signals. The underlying idea behind traditional indicators often revolves around tracking both cyclostationarity and abnormal impulses in the vibration signals without distinguishing the two. A recently proposed method to capture the rolling element bearing degradation lays out the groundwork for new indicator families utilizing generalized likelihood ratio test. This novel approach exploits the cyclostationarity and the impulsiveness of vibration signals independently in order to estimate the most suitable indicators for a given fault. However, the method has yet to be tested on complex experimental vibration signals such as those of a wind turbine gearbox. In this study, the approach is applied to the NREL Wind Turbine Gearbox Condition Monitoring Round Robin Study data set for bearing fault detection purposes. The data set is measured on an experimental test rig of a wind turbine gearbox, hence the complexity of the vibration signals is similar to a real case. Furthermore, the new indicators are also tested with signals that carry multiple fault signatures. The outcome demonstrates that the proposed method is capable of distinguishing between healthy and damaged vibration signals measured on a complex wind turbine gearbox.

condition monitoring↗

Hypothesis tests on Rayleigh wave radiation pattern shapes: a theoretical assessment of idealized source screening

SUMMARY Shallow seismic sources excite Rayleigh wave ground motion with azimuthally dependent radiation patterns. We place binary hypothesis tests on theoretical models of such radiation patterns to screen cylindrically symmetric sources (like explosions) from non-symmetric sources (like non-vertical dip-slip or non-VDS faults). These models for data include sources with several unknown parameters, contaminated by Gaussian noise and embedded in a layered half-space. The generalized maximum likelihood ratio tests that we derive from these data models produce screening statistics and decision rules that depend on measured, noisy ground motion at discrete sensor locations. We explicitly quantify how the screening power of these statistics increase with the size of any dip-slip and strike-slip components of the source, relative to noise (faulting signal strength) and how they vary with network geometry. As applications of our theory, we apply these tests to (1) find optimal sensor locations that maximize the probability of screening non-circular radiation patterns and (2) invert for the largest non-VDS faulting signal that could be mistakenly attributed to an explosion with damage, at a particular attribution probability. Finally, we quantify how certain errors that are sourced by opening cracks increase screening rate errors. While such theoretical solutions are ideal and require future validation, they remain important in underground explosion monitoring scenarios because they provide fundamental physical limits on the discrimination power of tests that screen explosive from non-VDS faulting sources.

58 GEOSCIENCES↗

Grid-based minimization at scale: Feldman-Cousins corrections for light sterile neutrino search

High Energy Physics (HEP) experiments generally employ sophisticated statistical methods to present results in searches of new physics. In the problem of searching for sterile neutrinos, likelihood ratio tests are applied to short-baseline neutrino oscillation experiments to construct confidence intervals for the parameters of interest. The test statistics of the form Δχ2 is often used to form the confidence intervals, however, this approach can lead to statistical inaccuracies due to the small signal rate in the region-of-interest. In this paper, we present a computational model for the computationally expensive Feldman-Cousins corrections to construct a statistically accurate confidence interval for neutrino oscillation analysis. The program performs a grid-based minimization over oscillation parameters and is written in C++. Our algorithms make use of vectorization through Eigen3, yielding a single-core speed-up of 350 compared to the original implementation, and achieve MPI data parallelism by employing DIY. We demonstrate the strong scaling of the application at High-Performance Computing (HPC) sites. We utilize HDF5 along with HighFive to write the results of the calculation to file.

Wospakrik, Marianette↗

Statistical Significance Testing for Mixed Priors: A Combined Bayesian and Frequentist Analysis

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it incorporates Occam’s razor via the multiplicity or trials factor in the look-elsewhere effect. However, if the prior is not known completely, the frequentist hypothesis test via the false-positive rate is a better approach, as it is less sensitive to the prior choice. We argue that when only partial prior information is available, it is best to combine the two methodologies by using the Bayes factor as a test statistic in the frequentist analysis. We show that the standard frequentist maximum likelihood-ratio test statistic corresponds to the Bayes factor with a non-informative Jeffrey’s prior. We also show that mixed priors increase the statistical power in frequentist analyses over the maximum likelihood test statistic. We develop an analytic formalism that does not require expensive simulations and generalize Wilks’ theorem beyond its usual regime of validity. In specific limits, the formalism reproduces existing expressions, such as the p-value of linear models and periodograms. We apply the formalism to an example of exoplanet transits, where multiplicity can be more than 10 7 . We show that our analytic expressions reproduce the $p$-values derived from numerical simulations. We offer an interpretation of our formalism based on the statistical mechanics. We introduce the counting of states in a continuous parameter space using the uncertainty volume as the quantum of the state. We show that both the $p$-value and Bayes factor can be expressed as an energy versus entropy competition.

97 MATHEMATICS AND COMPUTING↗

Constraining cosmological parameters using the pairwise kinematic Sunyaev-Zel’dovich effect with CMB-S4 and future galaxy cluster surveys

We present a forecast of the pairwise kinematic Sunyaev-Zel’dovich (kSZ) measurement that will be achievable with the future CMB-S4 experiment. CMB-S4 is the next stage for ground-based cosmic microwave background experiments, with a planned wide-area survey that will observe approximately 50% of the sky. We construct a simulated sample of galaxy clusters that have been optically selected in a Legacy Survey of Space and Time–like survey and have spectroscopic redshifts. For this cluster sample, assuming the likelihood is Gaussian, we predict that CMB-S4 will reject the null hypothesis of zero pairwise kSZ signal at 36⁢𝜎. We estimate the effects of systematic uncertainties such as scatter in the mass-richness scaling relation and cluster miscentering. We find that these effects can reduce the signal-to-noise ratio of the CMB-S4 pairwise kSZ measurement by 20%. We explore the constraining power of the measured kSZ signal in combination with measurements of the galaxy clusters’ thermal SZ emission on two extensions to the standard cosmological model. The first extension allows the dark energy equation of state 𝑤 to vary. We find the CMB-S4 pairwise kSZ measurement yields a modest reduction in the uncertainty on 𝑤 by a factor of 1.36 over the Planck’s 2018 uncertainty. The second extension tests general relativity by varying the growth index 𝛾. In conclusion, we find that CMB-S4’s pairwise kSZ measurement will yield a 28⁢𝜎 constraint on 𝛾 and strongly constrain alternative theories of gravity.

79 ASTRONOMY AND ASTROPHYSICS↗