Conformal anomaly detection : Detecting abnormal trajectories in surveillance applications

Human operators of modern surveillance systems are confronted with an increasing amount of trajectory data from moving objects, such as people, vehicles, vessels, and aircraft. A large majority of these trajectories reflect routine traffic and are uninteresting. Nevertheless, some objects are engaged in dangerous, illegal or otherwise interesting activities, which may manifest themselves as unusual and abnormal trajectories. These anomalous trajectories can be difficult to detect by human operators due to cognitive limitations. In this thesis, we study algorithms for the automated detection of anomalous trajectories in surveillance applications. The main results and contributions of the thesis are two-fold. Firstly, we propose and discuss a novel approach for anomaly detection, called conformal anomaly detection, which is based on conformal prediction (Vovk et al.). In particular, we propose two general algorithms for anomaly detection: the conformal anomaly detector (CAD) and the computationally more efficient inductive conformal anomaly detector (ICAD). A key property of conformal anomaly detection, in contrast to previous methods, is that it provides a well-founded approach for the tuning of the anomaly threshold that can be directly related to the expected or desired alarm rate. Secondly, we propose and analyse two parameter-light algorithms for unsupervised online learning and sequential detection of anomalous trajectories based on CAD and ICAD: the sequential Hausdorff nearest neighbours conformal anomaly detector (SHNN-CAD) and the sequential sub-trajectory local outlier inductive conformal anomaly detector (SSTLO-ICAD), which is more sensitive to local anomalous sub-trajectories. We implement the proposed algorithms and investigate their classification performance on a number of real and synthetic datasets from the video and maritime surveillance domains. The results show that SHNN-CAD achieves competitive classification performance with minimum parameter tuning on video trajectories. Moreover, we demonstrate that SSTLO-ICAD is able to accurately discriminate realistic anomalous vessel trajectories from normal background traffic