Title: Activity Detection in Videos
1Activity Detection in Videos
- Riu Baring
- CIS 8590 Perception of Intelligent System
- Temple University
- Fall 2007
2Outline
- Background
- Related Work
- The Model
- Normal Count
- Event Count
3Activity Detection Problems
- A process like e.g., traffic flow, crowd
formation, or financial electronic transactions
is unfolding in time. We can monitor and observe
the flow frequencies at many fixed time points.
Typically, there are many causes influencing
changes in these frequencies.
4Causes for Change
- Possible causes for change include
- a) changes due to noise i.e., those
best modeled by e.g., a Gaussian error
distribution. - b) periodic changes i.e., those
expected to happen over periodic intervals. - c) changes not due to either of the
above these are usually the changes we would
like to detect.
5An Example Building Data
- 3 months of people count
- 30 minutes
- Calit2 UC Irvine Campus
6Another Example Traffic Data
- 6 months of estimated vehicle count
- Every 5 minutes
- Glendale on-ramp to 101N, Los Angeles
7More Examples
- Detecting Events, which are not pre-planned,
involving large numbers of people at a particular
location. - Detecting Fraudulent transactions. We observe a
variety of electronic transactions at many time
intervals. We would like to detect when the
number of transactions is significantly different
from what is expected.
8Related Work
- Keogh et al. KDD 02
- Quantize real-valued time-series into finite set
of symbols - Then use a Markov model to detect surprising
patterns in the symbol sequence - Guralnik and Srivastava KDD 99
- Iterative likelihood-based method for segmenting
a time-series into homogeneous regions - Salmenkivi and Mannila (2005)
- Segmenting sets of low-level time-stamped events
into time-periods of relatively constant
intensity using a combination of Poisson models
and Bayesian estimation methods - Kleinberg KDD 02
- method based on an infinite automaton could be
used to detect bursty events in text streams
9Related Work
- All approaches share a common goal
- detection of novel and unusual data points or
segments in time-series. - None focuses on detection of bursty events
embedded in time series of counts that reflect
the normal diurnal and calendar patterns of human
activity.
GOAL To automatically detect the presence of
unusual events in the observation sequence.
10Background
- Markov-modulated Processes (Scott, 1998)
- Analysis of Web Surfing Behavior (Scott and
Smyth, 2005) - Telephone Network Fraud Detection (Scott, 2000)
- Ihler et al (KDD 2006) developed a framework for
building a probabilistic model of time-varying
counting process in which a superposition of both
time-varying but regular (periodic) and aperiodic
processes were observed.
11Method I
- A Baseline Model
- Where
- Threshold
- Adequate for
- Events interspersed in the data are sufficiently
few - Events are sufficiently noticeable.
12Method I
- Baseline Model
- Ideal Model
13Method I
- False Positive, Persistence, and Duration
14Method II Ideal Model
Observed Count
Event Count (Unobserved )
Normal Count (Unobserved)
15Normal Count
Modeling Periodic Count Data
d(t) 1, , 7 Sunday 1,
h(t) interval i.e. half-hour
16Periodic Components
Poisson Process Rate
Day Effect
Time of Day Effect
17Event Count The Process NE
- Events signify times during which there are
higher frequencies which are not due to periodic
or noise causes. We can model this by
introducing a binary latent process z(t) and
assuming z(t)1 for such events and z(t)0 if
not. - P(z(t)1z(t-1)0) 1-z00
- P(z(t)0z(t-1)0) z00
- P(z(t)1z(t-1)1) z11
- P(z(t)0z(t-1)1) 1-z11
- i.e., if there is no event at time t-1, the
chance of an event at time t is 1-z00
Modeling Rare Persistent Events
18Graphical Model
19Priors for event probabilities
- Beta distributions priors for the zs.
-
- and z11 analogously.
- This characterizes the behavior of the
underlying latent process. The hyperparameters
a,b are designed to model that behavior.
20Priors for event probabilities
- Recall that N0(t) (the non-event process)
characterizes periodic and noise changes. The
event process NE(t) characterizes other changes. - NE(t) is 0 if z(t)0 and Poisson with rate ?(t)
if z(t)1. -
- So, if there is no event, N(t)N0(t). If there
is an event, the frequency due to periodic or
noise changes is N(t)N0(t)NE(t) - The rate ?(t) is itself gamma with parameters aE
and bE. Hence (by conjugacy) it is marginally
negative binomial (NB) with p(bE/(1bE) and
nN(t).
21Gibbs Sampling
- Gibbs sampling works by simulating each
parameter/latent variable conditional on all the
rest. - The ?s are parameters and the zs,Ns are the
latent variables. - The resulting simulated values have an empirical
distribution similar to the true posterior
distribution. It works as a result of the fact
that the joint distribution of parameters is
determined by the set of all such conditional
distributions.
22Gibbs Sampling
- Given z(t)0 and the remaining parameters, Put
N0(t)N(t) and NE(t)0. - If z(t)1, simulate NE(t) as negative binomial
with parameters, N(t) and bE/(1bE). Put
N0(t)N(t)-NE(t). - To simulate z(t), define
23More of Gibbs Sampling
- Then, if the previous state was 0, we get
24Gibbs Sampling (Continued)
- Having simulated z(t), we can simulate the
parameters as follows - Where Nday denotes the number of day units in
the data, Nhh denotes the number of hh
periods in the data.
25Result Building Data
26Result Freeway Traffic Data
27Result 2600 frames
28(No Transcript)
29Discussion
- Poisson process (nonhomogeneous).
- Able to detect activity at the expected frame.
30Future Work
- Histogram of direction implementation
31References
- A. Ihler, J. Hutchins, and P. Smyth, Adaptive
event detection with time-varying Poissons
process, KDD 2006. - S. L. Scott and P. Smyth, The Markov modulated
Poisson process and Markov Poisson cascade with
applications to web traffic data, Bayesian
Statistics, vol. 7, pp. 671-680, 2003. - S. L. Scott, Detecting network intrusion using a
Markov modulated nonhomogeneous Poisson process,
http//www-rcf.usc.edu/sls/mmnhpp.ps.gz, 2004. - S. L. Scott, Bayesian methods and extensions for
the two state Markov modulated Poisson process,
Ph.D. dissertation, Harvard University, Dept. of
Statistics, 1998.