arXiv subjects

José Camacho

Publications and source records attributed to José Camacho.

13 recordsLinked to original sources

arXiv2026

Modeling cyclostationarity in time series using ASCA

Modern data analysis across diverse disciplines increasingly relies on time series. Many of these datasets exhibit cyclostationarity, where patterns approximately repeat in a regular manner, often across multiple time scales, such as daily, weekly or yearly cycles. In this context, statistical inference is essential to distinguish genuine underlying effects from random variability. While tools like Analysis of Variance (ANOVA) provide such inference, they often lack interpretability and struggle with the complexities of multivariate data. To address these limitations, we propose a unified pipeline for the exploratory analysis of cyclostationary times series using ANOVA Simultaneous Component Analysis (ASCA). ASCA is an extension of ANOVA that is able to work in both univariate and multivariate cases. Combining inference with the visualization capabilities of Principal Component Analysis (PCA), ASCA provides powerful options for interpretability. ASCA's capabilities have been well-established in the analysis of experimental data, but they remain largely unexplored for observational data like time series. Our workflow introduces an algorithmic approach to modeling time-dependent data using ASCA, enabling control over multiple cyclostationary time scales while also accounting for the specific challenges of this type of data, such as autocorrelation. Furthermore, we observed that ASCA provides a better separation of variability across factors than ANOVA in unbalanced designs due to its multivariate nature. We demonstrate the efficacy of this methodology through two real-world case studies: water temperature trends in mountain lakes in Sierra Nevada, Spain, and airborne pollen trends over 30 years recorded in the city of Granada, Spain.

stat.ME↗

arXiv2026

From design of experiments to analysis of variance of multivariate data: a tutorial review on ANOVA simultaneous component analysis

ANOVA Simultaneous Component Analysis (ASCA) is the current state-of-theart chemometric tool for analyzing and interpreting high-dimensional experimental data from a Design of Experiment (DoE). Being a multivariate extension of the ANOVA, ASCA makes a perfect tandem with DoE. This tutorial review recommends best practices for using ASCA, building upon the long-established combination of ANOVA and DoE theory developed over the last century. These recommendations are grounded in a comprehensive literature review and illustrated through a guiding example.

stat.ME↗

arXiv2026

A Set of Rules for Model Validation

The validation of a data-driven model is the process of assessing the model's ability to generalize to new, unseen data in the population of interest. This paper proposes a set of general rules for model validation. These rules are designed to help practitioners create reliable validation plans and report their results transparently. While no validation scheme is flawless, these rules can help practitioners ensure their strategy is sufficient for practical use, openly discuss any limitations of their validation strategy, and report clear, comparable performance metrics.

stat.ME↗

arXiv2024

Single-cell spatial (scs) omics: Recent developments in data analysis

Over the past few years, technological advances have allowed for measurement of omics data at the cell level, creating a new type of data generally referred to as single-cell (sc) omics. On the other hand, the so-called spatial omics are a family of techniques that generate biological information in a spatial domain, for instance, in the volume of a tissue. In this survey, we are mostly interested in the intersection between sc and spatial (scs) omics and in the challenges and opportunities that this new type of data pose for downstream data analysis methodologies. Our goal is to cover all major omics modalities, including transcriptomics, genomics, epigenomics, proteomics and metabolomics.

stat.CO↗

arXiv2024

Quality In / Quality Out: Data quality more relevant than model choice in anomaly detection with the UGR'16

Autonomous or self-driving networks are expected to provide a solution to the myriad of extremely demanding new applications with minimal human supervision. For this purpose, the community relies on the development of new Machine Learning (ML) models and techniques. %, like the celebrated Deep Learning (DL). However, ML can only be as good as the data it is fitted with, and data quality is an elusive concept difficult to assess. In this paper, we show that relatively minor modifications on a benchmark dataset (UGR'16, a flow-based real-traffic dataset for anomaly detection) cause significantly more impact on model performance than the specific ML technique considered. We also show that the measured model performance is uncertain, as a result of labelling inaccuracies. Our findings illustrate that the widely adopted approach of comparing a set of models in terms of performance results (e.g., in terms of accuracy or ROC curves) may lead to incorrect conclusions when done without a proper understanding of dataset biases and sensitivity. We contribute a methodology to interpret a model response that can be useful for this understanding.

cs.LG↗

arXiv2024

An alignment-agnostic methodology for the analysis of designed separations data

Chemical separations data are typically analysed in the time domain using methods that integrate the discrete elution bands. Integrating the same chemical components across several samples must account for retention time drift over the course of an entire experiment as the physical characteristics of the separation are altered through several cycles of use. Failure to consistently integrate the components within a matrix of $M \times N$ samples and variables create artifacts that have a profound effect on the analysis and interpretation of the data. This work presents an alternative where the raw separations data are analysed in the frequency domain to account for the offset of the chromatographic peaks as a matrix of complex Fourier coefficients. We present a generalization of the permutation testing, and visualization steps in ANOVA-Simultaneous Component Analysis (ASCA) to handle complex matrices, and use this method to analyze a synthetic dataset with known significant factors and compare the interpretation of a real dataset via its peak table and frequency domain representations.

stat.ME↗

arXiv2024

Considerations for missing data, outliers and transformations in permutation testing for ANOVA, ASCA(+) and related factorizations

Multifactorial experimental designs allow us to assess the contribution of several factors, and potentially their interactions, to one or several responses of interests. Following the principles of the partition of the variance advocated by Sir R.A. Fisher, the experimental responses are factored into the quantitative contribution of main factors and interactions. A popular approach to perform this factorization in both ANOVA and ASCA(+) is through General Linear Models. Subsequently, different inferential approaches can be used to identify whether the contributions are statistically significant or not. Unfortunately, the performance of inferential approaches in terms of Type I and Type II errors can be heavily affected by missing data, outliers and/or the departure from normality of the distribution of the responses, which are commonplace problems in modern analytical experiments. In this paper, we study these problem and suggest good practices of application.

stat.ME↗

arXiv2024

Interpretable Feature Learning in Multivariate Big Data Analysis for Network Monitoring

There is an increasing interest in the development of new data-driven models useful to assess the performance of communication networks. For many applications, like network monitoring and troubleshooting, a data model is of little use if it cannot be interpreted by a human operator. In this paper, we present an extension of the Multivariate Big Data Analysis (MBDA) methodology, a recently proposed interpretable data analysis tool. In this extension, we propose a solution to the automatic derivation of features, a cornerstone step for the application of MBDA when the amount of data is massive. The resulting network monitoring approach allows us to detect and diagnose disparate network anomalies, with a data-analysis workflow that combines the advantages of interpretable and interactive models with the power of parallel processing. We apply the extended MBDA to two case studies: UGR'16, a benchmark flow-based real-traffic dataset for anomaly detection, and Dartmouth'18, the longest and largest Wi-Fi trace known to date.

cs.NI↗

arXiv2024

A direct solution to the interpolative inverse non-uniform fast Fourier transform problem for spectral analyses of non-equidistant time-series data

A simple least-squares optimisation enables the determination of the spectrum for irregularly sampled data that is readily reconstructed using an adjoint transformation of the Non-Uniform Fast Fourier Transform (NFFT). This is an improvement upon previously reported iterative methods for such problems, and is competitive in terms of time complexity with more recently proposed direct NFFT inversions when considering comparable matrix pre-computation steps. The software is highly portable, and available as a convenient Python package using standard libraries. Given its mathematical simplicity however, it can be easily implemented on any platform.

math.NA↗

arXiv2021

MSNM-Sensor: An Applied Network Monitoring Tool for Anomaly Detection in Complex Networks and Systems

Technology evolves quickly. Low-cost and ready-to-connect devices are designed to provide new services and applications. Smart grids or smart healthcare systems are some examples of these applications, all of which are in the context of smart cities. In this total-connectivity scenario, some security issues arise since the larger the number of connected devices is, the greater the surface attack dimension. In this way, new solutions for monitoring and detecting security events are needed to address new challenges brought about by this scenario, among others, the large number of devices to monitor, the large amount of data to manage and the real-time requirement to provide quick security event detection and, consequently, quick response to attacks. In this work, a practical and ready-to-use tool for monitoring and detecting security events in these environments is developed and introduced. The tool is based on the Multivariate Statistical Network Monitoring (MSNM) methodology for monitoring and anomaly detection and we call it MSNM-Sensor. Although it is in its early development stages, experimental results based on the detection of well-known attacks in hierarchical network systems prove the suitability of this tool for more complex scenarios, such as those found in smart cities or IoT ecosystems.

cs.CR↗

arXiv2019

Cross-product Penalized Component Analysis (XCAN)

Matrix factorization methods are extensively employed to understand complex data. In this paper, we introduce the cross-product penalized component analysis (XCAN), a sparse matrix factorization based on the optimization of a loss function that allows a trade-off between variance maximization and structural preservation. The approach is based on previous developments, notably (i) the Sparse Principal Component Analysis (SPCA) framework based on the LASSO, (ii) extensions of SPCA to constrain both modes of the factorization, like co-clustering or the Penalized Matrix Decomposition (PMD), and (iii) the Group-wise Principal Component Analysis (GPCA) method. The result is a flexible modeling approach that can be used for data exploration in a large variety of problems. We demonstrate its use with applications from different disciplines.

stat.ML↗

arXiv2019

Multivariate Big Data Analysis for Intrusion Detection: 5 steps from the haystack to the needle

The research literature on cybersecurity incident detection & response is very rich in automatic detection methodologies, in particular those based on the anomaly detection paradigm. However, very little attention has been devoted to the diagnosis ability of the methods, aimed to provide useful information on the causes of a given detected anomaly. This information is of utmost importance for the security team to reduce the time from detection to response. In this paper, we present Multivariate Big Data Analysis (MBDA), a complete intrusion detection approach based on 5 steps to effectively handle massive amounts of disparate data sources. The approach has been designed to deal with the main characteristics of Big Data, that is, the high volume, velocity and variety. The core of the approach is the Multivariate Statistical Network Monitoring (MSNM) technique proposed in a recent paper. Unlike in state of the art machine learning methodologies applied to the intrusion detection problem, when an anomaly is identified in MBDA the output of the system includes the detail of the logs of raw information associated to this anomaly, so that the security team can use this information to elucidate its root causes. MBDA is based in two open software packages available in Github: the MEDA Toolbox and the FCParser. We illustrate our approach with two case studies. The first one demonstrates the application of MBDA to semistructured sources of information, using the data from the VAST 2012 mini challenge 2. This complete case study is supplied in a virtual machine available for download. In the second case study we show the Big Data capabilities of the approach in data collected from a real network with labeled attacks.

cs.NI↗

arXiv2017

On the Feasibility of Distinguishing Between Process Disturbances and Intrusions in Process Control Systems Using Multivariate Statistical Process Control

Process Control Systems (PCSs) are the operating core of Critical Infrastructures (CIs). As such, anomaly detection has been an active research field to ensure CI normal operation. Previous approaches have leveraged network level data for anomaly detection, or have disregarded the existence of process disturbances, thus opening the possibility of mislabelling disturbances as attacks and vice versa. In this paper we present an anomaly detection and diagnostic system based on Multivariate Statistical Process Control (MSPC), that aims to distinguish between attacks and disturbances. For this end, we expand traditional MSPC to monitor process level and controller level data. We evaluate our approach using the Tennessee-Eastman process. Results show that our approach can be used to distinguish disturbances from intrusions to a certain extent and we conclude that the proposed approach can be extended with other sources of data for improving results.

cs.CR↗