3.5 Triangular decay function

 

Triangular decay functions describe a triangular function decay in weights over time. The decayed weight sequence is denoted Wci.

wcj=[-cos((j-1)*π/k’)/2+0.5]/s

s=sum(-cos((j-1)*π/k’)/2+0.5)

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

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

wni=sum(Wci** 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.(-cos((#-1)/A2*pi())/2+0.5)
4 =s=A3.sum(),A3.(~/s) /Weight wcj
5 =sum(A1**A4) /Alarm intensity

Cell A3 represents the triangular decay process;

Cell A5 calculates the weights wcj.