3.4 Logarithmic decay function

 

Logarithmic decay functions describe a logarithmic decay in weights over time. The decayed weight sequence is denoted Wgi.

wgj=log(j,k’+1)/s

s=sum(log(j,k’+1))

Where Wgi represents the weight sequence of Rg[-(k’+1)]i+1, and wgj is the j-th element of Wgi.

The alarm intensity wni is obtained by summing the element-wise products of the weight sequence Wgi and the anomaly score sequence Rg[-(k’+1)]i+1.

wni=sum(Wgi** Rg[-(k’+1)]i+1)

SPL routine:

A B C
1 [0.1,0.2,0,0,0.5,0.3] /Anomaly score sequence
2 5 /k’
3 =A1.(lg(#,A2+1))
4 =s=A3.sum(),A3.(~/s) /Weight wgj
5 =sum(A1**A4) /Alarm intensity

Cell A3 represents the logarithmic decay process;

Cell A5 calculates the weights wgj.