Near Real-Time Optimal Prediction of Adverse Events in Aviation Data

The prediction of anomalies or adverse events is a challenging task, and there are a variety of methods which can be used to address the problem. In this paper, we demonstrate how to recast the anomaly prediction problem into a form whose solution is accessible as a level-crossing prediction problem. The level-crossing prediction problem has an elegant, optimal, yet untested solution under certain technical constraints, and only when the appropriate modeling assumptions are made. As such, we will thoroughly investigate the resilience of these modeling assumptions, and show how they aect nal performance. Finally, the predictive capability of this method will be assessed by quantitative means, using both validation and test data containing anomalies or adverse events from real aviation data sets that have previously been identied as operationally signicant by domain experts. It will be shown that the formulation proposed yields a lower false alarm rate on average than competing methods based on similarly advanced concepts, and a higher correct detection rate than a standard method based upon exceedances that is commonly used for prediction.