Entropy 2013, 15,2218-2245;doi:10.3390/e15062218 OPENACCESS entropy ISSN1099-4300 www.mdpi.com/journal/entropy Article VesselPatternKnowledgeDiscoveryfromAISData:A FrameworkforAnomalyDetectionandRoutePrediction GiulianaPallotta*,MicheleVespeandKarnaBryan NATOScienceandTechnologyOrganization(STO),CentreforMaritimeResearchand Experimentation(CMRE),VialeSanBartolomeo400,19126,LaSpezia,Italy; E-Mails:[email protected](M.V.);[email protected](K.B.) * Authortowhomcorrespondenceshouldbeaddressed;E-Mail:[email protected]; Tel.:+39-0187-527-349;Fax:+39-0187-527-354. Received:1March2013;inrevisedform:10May2013/Accepted:29May2013/ Published:4June2013 Abstract: UnderstandingmaritimetrafficpatternsiskeytoMaritimeSituationalAwareness applications,inparticular,toclassifyandpredictactivities.Facilitatedbytherecent build-upofterrestrialnetworksandsatelliteconstellationsofAutomaticIdentification System(AIS)receivers,shipmovementinformationisbecomingincreasinglyavailable, bothincoastalareasandopenwaters.Theresultingamountofinformationisincreasingly overwhelmingtohumanoperators,requiringtheaidofautomaticprocessingtosynthesize thebehaviorsofinterestinaclearandeffectiveway.AlthoughAISdataareonlylegally requiredforlargervessels,theiruseisgrowing,andtheycanbeeffectivelyusedto inferdifferentlevelsofcontextualinformation,fromthecharacterizationofportsand off-shoreplatformstospatialandtemporaldistributionsofroutes.Anunsupervisedand incrementallearningapproachtotheextractionofmaritimemovementpatternsispresented heretoconvertfromrawdatatoinformationsupportingdecisions.Thisisabasisfor automaticallydetectinganomaliesandprojectingcurrenttrajectoriesandpatternsintothe future.Theproposedmethodology,calledTREAD(TrafficRouteExtractionandAnomaly Detection)wasdevelopedfordifferentlevelsofintermittency(i.e.,sensorcoverageand performance),persistence(i.e.,timelagbetweensubsequentobservations)anddatasources (i.e.,ground-basedandspace-basedreceivers). Keywords: maritimesituationalawareness;knowledgediscovery;maritimeroute extraction;routeprediction;anomalydetectionEntropy 2013, 15 2219 1.Introduction Maritimetransportationrepresentsapproximately90%ofglobaltradebyvolume,placingsafety andsecuritychallengesasahighpriorityfornationsacrosstheglobe.Maritimesurveillancedataare collectedatdifferentscalesandareincreasinglyusedtoachievehigherlevelsofsituationalawareness. AutomaticIdentificationSystem(AIS)technologyprovidesavastamountofnear-realtime information,callingforaneverincreasingdegreeofautomationintransformingdataintomeaningful informationtosupportoperationaldecisionmakers.Asanexample,theCentreforMaritimeResearch andExperimentation(CMRE)iscurrentlyreceivinganaveragerateof600MillionAISmessagesper monthfrommultiplesources,andtherateisincreasing[1].AISisaself-reportingmessagingsystem originallyconceivedforcollisionavoidance(AISismandatoryforshipsof300grosstonnageand upwardsininternationalvoyages,500andupwardsforcargoesnotininternationalwatersandpassenger vessels[2].Inaddition,fishingvesselsgreaterthan15msailinginwaterunderthejurisdictionof theEuropeanUnionMemberStatesshallalsoberequiredtobefittedwithAIS[3].)tobroadcast informationontheirlocation(positional,identificationandotherinformation)atavariablerefresh rate,whichdependsontheirmotion(vesselsatanchortransmittheirpositioneverytwominutesand increasethebroadcastrateuptotwosecondswhenmaneuveringorsailingathighspeed;everyfive minutes,vesselstransmitotherdata(staticandvoyagerelatedinformation)containingidentifiers,such asInternationalMaritimeOrganization(IMO)number,callsign,shipnameandMaritimeMobileService Identity(MMSI),usedasaprimarykeytolinkthemessagetopositioninformation.Staticinformation alsoincludessize,typeofvesselandcargo,whereasvoyagerelateddata,suchasEstimatedTimeof Arrival(ETA)anddestination,aremanuallysetandnotfullyreliable[4].)Overthelastseveralyears,the AISdatareceivedbyshipsandcoastalstationshavebeentransmittedtoregionalornationaldatacenters. Whenmultiplereceiversareconnectedintonetworks,certainchallengesarisewithdataintermittency, resolvingdataredundancyreceivedbymultiplereceivers,correctingerrorsintimestampsassignedby varyingreceiversandidentifyingtracksofvesselsthaterroneouslysharethemessageidentifier.This levelofpre-processingisnecessarytoextractmaritimemotionpatterns,especiallyataglobalscale. ReceivingAISmessagesfromspace[5]isbecomingincreasinglycommonplace.Asopposedto terrestrialnetworksofAISreceivers,whoseperformanceischaracterizedbyhighpersistence,butlimited coverage,satellite-basedsystemscanpickupmessagesintheopensea,farawayfromthecoastline. Space-basedreceiverstendtobemountedonLowEarthOrbit(LEO)satellites,sotheAIScoverage isglobalattheexpenseofpersistence,duetotheorbitingplatformrevisittime.Itisclearthatwhen integratingsuchsystemswithdatareceivedbyterrestrialreceivers,thereareadditionalissuestoresolve withvariablefrequencyupdate,coverageandpersistence. Inthiswork,amethodologyispresentedthataimstoconvertthelargeamountofAISdatainto decisionsupportelements,independentlyofthenumberofreceivers,theirperformance,theplatform oforiginandthescaleoftheareaofinterest.Theknowledgeisextractedviaanincremental learningapproach,inordertodynamicallyadapttoevolvingsituations(e.g.,maritimeseasonalpatterns, operationalconditionsorchangingroutingschemes).Thisallowsmaritimetraffictobecharacterized followingafullyunsupervisedlearningstrategywithno apriori informationneeded(i.e.,usingonly rawAISdata).Entropy 2013, 15 2220 Theproposed trafficrouteextraction methodologycanbeusedtoprovideup-to-datehighlevel contextualinformation(e.g.,Level2processingintheJointDirectorsofLaboratories(JDL)model[6]). Knowledgeoftrafficroutesisausefulinputtosituationalawarenessandhelpsinunderstandingseasonal variationsintrafficpatterns.Besidestrafficdensities,theextractedroutesprovideusefulinformationon dailypatternsandtransitdurationdifferentiatedbyvesseltypes.Further,extractedroutesenablerealistic simulationsoftraffic,whichareusefultotestandevaluatetargettrackingperformance,theeffectiveness ofsurveillancetechnologiesandotherdecisionsupportframeworks. Generatedcontextualmaritimeknowledgecanalsobeusedtoperformrule-basedandlow-likelihood anomalydetection.Rule-basedanomalydetectionapproachesrefertothegenerationofalertsbasedon asetofrules[7],suchasmaximumspeedallowedinaport,presenceinareasrestrictedtonavigationor inconsistenciesbetweenshipclaimedandactualactivity.Conversely,low-likelihoodanomalydetection aimsatdetectingdeviationsfrom“normality”ofvesseltrafficpatternsderivedinthelearningphase(see, e.g.,[8]andreferencestherein)andisillustratedviaanexampleprovidedinthepresentwork.Behaviors thatdifferfrom“normality”donotnecessarilymeantheyare“anomalies”inanoperationalcontext,but theyarehighlightedas unusual forfurtheranalysis. Thevesseltrafficandmotioninformation,onceextracted,canbealternativelyexploitedtoperform shiproutepredictionatagiventime.Thisistheprocessofpredictingshipmovementswellbeyond anyavailablepositioningdata,basedonbehaviorsofpastvesselsonthesameroute.Thisisuseful,for example,incounterpiracyapplicationstoidentifyriskareasassociatedwiththejointpredictedpresence ofwhiteshippingdensity(e.g.,commercialmerchanttraffic)andPiratesActionGroups(PAG)[9]. Backwardandforwardtrackingofvesselscanalsobesignificantlyimprovedusingthelearnedmaritime trafficpatterns,whichareparticularlyusefulwhenattemptingtofuseAISandspace-basedopticalor SyntheticApertureRadar(SAR)information(e.g.,[10]). Thedistributionandcharacterizationoftrafficcanalsobeusedforaugmentingremotesensing trackingandclassificationperformance,enablingknowledge-basedtrackingandclassification (e.g.,[11]).Specifically,theknowledgeofvesselpatternscanbeusedfor(i)connectingtracksoriginated bythesametargetandbrokenbygapsincoverageorreducedobservabilityand/or(ii)providing apriori knowledgeaboutthevesseltypeforclassificationpurposes. InSection 2,wegiveabriefreviewofrelatedworkontrafficcharacterizationandrouteknowledge extraction.WediscussthetrafficknowledgediscoverymethodologyinSection 3.Thisisfollowed bysomeexamplesofrouteknowledgeexploitationinSection 4:therouteclassificationisgivenin Section 4.1.Twospecificapplications(i.e.,routepredictionandanomalydetection)areprovidedin Sections 4.2 and 4.3,respectively,toillustratethepotentialofthederivedknowledge.Finally,concluding remarksaregiveninSection 5. 2.RelatedWork Theapplicationofstatisticalmethodologiestoderivemotionpatternsfromacollectionoftrajectories inanunsupervisedwayisachallengingtask.Severalmethodshavebeenproposedasappliedinvideo surveillanceandimageprocessing(e.g.,[12–16]).In[17],aprobabilisticmodeltotrackhumanbehavior overtimeispresented.Thepapers[18–21]specificallydealwithmaritimeapplications,althoughEntropy 2013, 15 2221 usingimageprocessingtechniques.Reference[12]presentedanextensivemodeltostatisticallylearn motionpatternswithoutanypriorknowledgeintrafficsceneswherethetrafficflowsareconstrained tostayinspecificareas.Theapplicationofsuchtechniquesinmaritimesituationalawarenesshas gainedanincreasingacceptanceduringrecentyears.Onepossibleapproachistosubdividethearea ofinterestintoaspatialgridwhosecellsarecharacterizedbythemotionpropertiesofthecrossing vessels(e.g.,[10,22,23]).Althougheffectiveforsmallareasurveillance,themainlimitationsofthe “grid”-basedapproachresidesintherequiredcomputationalburdenwhenincreasingthescale,aswell astheneedfor apriori selectionoftheoptimalcellsize.Inareascharacterizedbycomplextraffic, likeintersectingsealanes,theresultingmulti-modalbehavioraldescriptionwouldleadtocomplex algorithmstoperformanomalydetection.Anewtrendinthefieldofmaritimeanomalydetectionis toadopta“vectorial”representationoftraffic,wheretrajectoriesarethoughtofasasetofstraightpaths connectingwaypoints;thisallowsacompactrepresentationofvesselmotionsthatcanbeimplemented ataglobalscale.Intheworksreportedin[24,25],thewaypointsarenodesintheproximityofland masses,andGreatCircleroutesareformedtorepresentoceanjourneys.Inareascharacterizedby complexroutingsystems,itisnecessarytofurtherintroduceintermediatenodes(i.e.,turningpoints)to moreaccuratelydescriberoutes.For[26,27],turningpointsaredetectedinareaswherechangesinthe CourseOverGround(COG)ofvesselsareconsistentlyobserved.Oneofthelimitationsof“vectorial” approachesisthedetectionofturningpointsinunregulatedareas,wherethebehaviorofvesselsismuch morecomplexand,therefore,difficulttocategorize.Thepresentpaperaddressesthispracticalissue: therepresentationofmaritimetrafficisstill“vectorial”,butincontrasttopreviousresearch,theroute objectsaredirectlyformedbytheflowvectorsofthevesselswhosepathsconnectthederivedwaypoints (i.e.,stationaryareas,aswellasentryandexitpoints).Specifically,theapproachintroducedhereisbased onapreliminaryclusteringofwaypoints.Trajectoriesare,then,identifiedbetweensuchwaypoints. Differentlyfromother“vectorial”representations,therouteobjectsincludedirectionalchangeswithout explicitlyderivingturningpoints.Aswillbeseen,itisstillpossibletoconsistentlycapturemaritime patternsinacompactandaccurateway.Itisalsofeasibletoextracttemporalinformation,likeroute traveltimedistributionsanddailypatterns,aswellastoassociatehistoricalroutepatternstovessels. Thesefeaturesenablethediscoveryofmaritimetrafficknowledgethatcanbeusedtoimplementhigher levelanomalydetectiontools.Additionally,thedistance-basedapproach,adoptedin[26,27],wasnot alwayseffectiveindistinguishingwaypointsclosetoeachother.Inordertoovercomethisdifficulty,a density-basedalgorithm(i.e.,DBSCAN—Density-BasedSpatialClusteringofApplicationswithNoise) wasselectedandadaptedtothespecificmaritimeapplication. Dealingwithpotentialapplicationsofthederivedframework,anomalydetectionintrajectorydata isoneofthemostinteresting.Withinthisfield,agreatnumberofpapersrecentlyappeared.Some ofthemclassifyatrajectoryasanomalousbasedonthedistancetotheclosestsetoftrajectories, groupedusingsimilaritymetrics.Whenthedistancebetweentrajectoriesisexpressedintermsofa likelihood,wespeakofprobabilisticanomalydetection[28].In[17,29–31],someprobabilisticmethods foranomalydetectionarepresented.Manymethodstendtofirstpre-processthetrajectories,since commonlyusedsimilaritymeasures,suchastheEuclideandistance,requireequallyspacedandproperly alignedtrajectories.Toovercomethesedifficulties,somealternativemetricshavebeenproposed,suchas theDynamicTimeWarping(DTW)(see,e.g.,[14])whichfindstheminimumEuclideandistancewhenEntropy 2013, 15 2222 thedatapointsofthetwotrajectoriesareshiftedarbitrarilyintime).However,mostoftheavailable approachesarethoughttoworkwithcompletetrajectories, i.e.,theyneedthepointsofthewhole trajectorybeforeclassifyingthetrajectoryasanomalous.Thatisaprobleminareaswherepositional dataarereceivedonlyintermittentlyandcompletetrajectoriesarenotobserved.Moreover,whenapplied forsurveillancepurposes,thedetectionofanomaliesneedstobeperformedon-line.Inthiscontext,it iscrucialtoreducedelaysbetweenthestartoftheanomalousbehaviorandthealarmraisedbythe monitoringsystem.Sequentialprocesscontroltechniquesaimatshorteningtheaveragetimerequired tosignalachangeinthenormalprocess.Inthispaper,weapplypoint-basedincrementalalgorithms bothinmaritimeknowledgediscoveryandexploitation.Theprovidedexampleofanomalydetectionis performedbyusingaslidingtimewindow,similarlytovideosurveillancetechniques(see,e.g.,[15]).A similarapproachisproposedin[32],wheresequentialmotionanomalydetectionisperformed,assuming thatAIStrainingdataarealreadyextractedtoformclustersofcommonpaths.Inthepresentpaper,the pre-processing,transformationandvalidationofAISdataisintegratedintothefunctionalarchitecture, whichgeneratesthetrafficpatternframework. 3.TrafficModelandKnowledgeDiscovery Theproposedmethodology,calledTrafficRouteExtractionandAnomalyDetection(TREAD), automaticallylearnsastatisticalmodelformaritimetrafficfromAISdatainanunsupervisedway, i.e., withoutassuminganypriorknowledgeonthemonitoredscene.Buildingontheworkin[26,27,33],the trafficknowledgeusedhereisshapedbyvesselobjects,createdandupdatedfromthesequenceofinput AISmessages.Aboundingboxisselectedandcorrespondstothespecificareaundersurveillance.The seriesofvesselstatevectorscanoriginateasdiscontinuousevents,suchasabreakinobservationupdates. Theclusteringofsuchevents,initiatedbydifferentvesselsobjects, Vs,enablesustoformwaypoint objects, WPs,whichidentifyeitherstationarypoints, POs,entrypoints, ENs,andexitpoints, EXs, withintheselectedboundingbox.Thelinkingofsuchwaypointsultimatelyleadstothedetection andstatisticalcharacterizationofrouteobjects, Rs.Anomaliescanthenbedetectedonthebasisof thediscoveredknowledgeanditsinteractionwithreal-timevesseltraffic.Thegeneralassumptionof thestatisticalmodelisthatthefeaturevaluesofthedatapointscomefromastable(i.e.,stationary) distributionofnormaltraffic,estimatedusingtrainingdata.Thefeaturedatapointsareconsideredas singletrajectorypoints.Intheliterature,suchanapproachisreferredtoasapoint-basedapproach (see,e.g.,[8]),incontrasttotrajectory-basedapproaches,wherethetrafficrepresentationisbasedon completetrajectories(see,e.g.,[14]). Theapproachpresentedhereisapracticalcompromisetogetareliabletrafficrepresentationwithout increasingthemodelcomplexity:(i)itusesapoint-basedtrafficrepresentationand(ii)itintegratestime informationintotheknowledgeexploitationtoincludetherelationshipbetweensuccessivedatapoints. ApracticaladvantageisthattheTREADmethodologycaneasilyhandletrajectoriesofunequallengthor withgaps.Asamatteroffact,incompleteandsegmentedtrajectoriesarefrequentinmaritimetraffic,due totherefreshrateofAISmessagesbeinghighlyvariableforanumberoflegitimatereasons(sinceitwas conceivedforcollisionavoidance,AISClassAunitschangethemessagestransmissionratedepending ontheneedtorefreshinformation,rangingfromthreeminutes(shipatanchor)uptotwoseconds(fastEntropy 2013, 15 2223 and/ormaneuveringvessel).Similarly,ClassBdevicesfornon-SOLAS(SafetyofLifeatSea)vessels reportatvariableintervals,althoughtransmittingatlowerratesthanClassAequipment[34].).This occurswhenAIStracksare“lost”,becauseof(i)terrestrialcoveragegapsinthenetworkofreceivers, (ii)intermittentAIS[35]or(iii)longtimeintervalsbetweensubsequentoverpassesorlowprobabilityof detectionofsatellite-basedreceivers[36].Avesseltranspondercouldalsobeswitchedoffintentionally, butthatisaseparateissue. TREADFunctionalArchitectureManager: thediscoveryandexploitationofmaritimetraffic knowledge-basedonAISinformationfollowsthefunctionalarchitectureshowninFigure 1;thestream ofAISmessagesisprocessedtoincrementallylearnmaritimemotionpatternsthroughthe“Vessel ObjectsManager”activatedbyrelevanteventsbasedonthetemporalandspatialcharacterizationof vesselbehavior.Theclusteringofsucheventsleadstothediscoveryofwaypoints(stationaryobjects andentry/exitpoints).Theknowledgediscoveryprocessisfollowedbypotentialexploitation,suchas inrouteclassification,predictionandanomalydetection. Figure1. Knowledgediscoveryfunctionalarchitecture:historicaldatabaseorreal-time datastreamofAutomaticIdentificationSystem(AIS)messagesissequentiallyprocessedto incrementallylearnmaritimemotionpatternsthroughprocesses(“managers”)activatedby relevantevents.Theknowledgediscoveryprocessisfollowedbyon-lineexploitation,such asrouteclassification,predictionandanomalydetection. VesselObjectsManager: Assoonasanewvesselentersthemonitoredscene,adetectionoccurs, andthemanagementofvesselobjectsisinitialized(seeAlgorithm 1-UnsupervisedRouteExtraction, AnnexA).Thelistofvesselobjects, Vs,isupdatedaccordingtotheinformationcontentofeach decodedAISmessage(ordatabaserecordwhenperforminghistoricaldataanalysis).Everyvessel object, VsfMMSIg,isidentifiedbytheMMSInumberandcontainsbothstaticanddynamicproperties. Whiletheformerarelinkedtotheidentificationofthevessel(e.g.,type,callsign,name,International MaritimeOrganization(IMO)number,size),thelatterarerelatedtothestatevector(e.g.,position, CourseOverGround(COG),SpeedOverGround(SOG))andtohistoricalandcurrentroutepatterns). Thesepropertiesareprogressivelyupdatedwhennewdatabecomeavailable.Withreferenceto Algorithm 1—UnsupervisedRouteExtractioninAnnexA—the VsfMMSIg:track referstotheEntropy 2013, 15 2224 timestampedhistoryofobservedstatevectorinformation(i.e.,positionandvelocityparameters)for thevesselobject, VsfMMSIg. Algorithm1 UnsupervisedRouteExtraction Require: messages //AISmessagescontainingstaticanddynamicinfo,e.g., MMSI, COG, SOG, x, y, timestamp Require:  //timeneededbeforelabelingthevesselasbeing‘lost’ Require: Vs;ENs;POs;EXs;Rs //listofvessel,waypointandrouteobjects Require: NENs;NPOs;NEXs;EpsENs;EpsPOs;EpsEXs //clusteringparameters(seeAlgorithm 2) 1: forall message 2 messages do 2: if not(VsfMMSIg) then 3: //thevesselobjectidentifiedby MMSI doesnotexist:itisaddedtothe Vs list,itsstatusinitializedas‘sailing’, anentryeventgeneratedtobeanalyzedfor ENs objectsclusteringandtherouteslist Rs updated 4: Vs add(VsfMMSIg) 5: VsfMMSIg:status (‘sailing’) 6: VsfMMSIg:track (x;y;COG;SOG;timestamp;::: ) 7: [Rs;ENs;VsfMMSIg] Online WPs Clustering(ENs;VsfMMSIg;EpsENs;NENs) //see Algorithm 2 8: [Rs;VsfMMSIg] Route Objects Manager(Rs;VsfMMSIg) //(seeAlgorithm 3) 9: else 10: //thevesselexists:itsparametersareupdatedandtested 11: VsfMMSIg:track(end +1) (x;y;COG;SOG;timestamp;::: ) 12: VsfMMSIg:avg speed =pos=t //observedaveragespeedshownbythevessel 13: if VsfMMSIg:avg speed and v:status =(‘lost’) then 30: //thelastrecordedpositionofthevesselisusedtomodifythe EXs list,toupdatethelistofvesselwaypoints andtocreate/updatetheroutes, Rs 31: v:status (‘lost’) 32: [Rs;EXs;v] Online WPs Clustering(EXs;v;EpsEXs;NEXs)) 33: [Rs;v] Route Objects Manager(Rs;v) 34: endif 35: endfor 36: endif 37: endfor 38: return Vs;EXs;ENs;POs;Rs FromtheAISdatastream,thestatusofvesselobjectsisderivedandupdated.Changesofthestatus ofvesselobjectsareeventsofinterest,suchas“lost”whennotobservedforatime  ,whichisa multipleofthemaximumAISmessagerefreshrateintheareaofinterest.Additionalvesselstatusesare “stationary”/“sailing”,andtheirtransitionsidentifyothereventsofinterest,suchaswhenthevesselstopsEntropy 2013, 15 2225 orstartssailingagainfromastoppage.Sucheventscreateorupdatewaypointobjects,WPs,asshownin AnnexA,Algorithm 1—UnsupervisedRouteExtraction—andAlgorithm 2—On-LineWPsClustering. Algorithm2 On lineWPsClustering Require: Vs;v //listofallvessels, Vs,andvessel, v,thatgeneratedtheeventofinteresttobeclustered Require: WPs;Rs //listofwaypointstobeclustered, i.e.,either ENs, EXs or POs,androutestobemodified Require: Eps;N //minimumnumberofpoints, N,inthe Eps neighborhoodoftheeventlocatedin v:track(end) thatis requiredtogenerateacluster wpn 2 WPs 1: [WPs;op] Incremental DBSCAN(WPs;v:track(end);N;Eps) //seeIncrementalDBSCANin[37]. 2: if op =‘none’ then 3: //theeventisnotclusteredandisconsideredasnoise 4: v:wps(end +1) (‘UnclassifiedWaypoint’;v:track(end)) 5: else 6: //theoperationperformedintheWPsspaceiseitherthegenerationofanewwaypoint,theabsorptionintoanexisting oneorthemergeofmultiplewaypoints: 7: if op =‘newcluster’ then 8: //theeventhascreatedanewcluster, wpn,thevessellistofwaypointsisupdatedtogetherwiththetime, timestampwpn,ofinformation,asextractedfrom v:track(end) 9: WPs add(‘WPn’) 10: v:wps(end +1) (‘WPn’) 11: v:timestampwp(end +1) (v:track(end)) 12: //inforegardingthe MMSI ofthevesselanditslastpositionisrecordedinto wpn 13: [wpn:List MMSIs(end +1);wpn:tracks(end +1)] (v:MMSI;v:track(end)) 14: endif 15: if op =‘clusterexpanded’ then 16: //theeventisabsorbedintothecluster, wpn: 17: v:wps(end +1) (‘WPn’) 18: v:timestampwp(end +1) (v:track(end)) 19: [wpn:List MMSIs(end +1);wpn:tracks(end +1)] (v:MMSI;v:track(end)) 20: endif 21: if op =‘clustersmerged’ then 22: //theneweventcausesthemergingoftwoclusters, wpm and wpn,into wpn,theeventisclustered, wpn updated and,finally, wpm deleted. 23: v:wps(end +1) (‘WPn’) 24: v:timestampwp(end +1) (v:track(end)) 25: wpn (v:MMSI;v:track(end)) 26: wpn merge(wpn;wpm) 27: forall ^ v 2 VsfMMSI = wpm:List MMSIsg do 28: ^ v:wps(^ v:wps =‘WPm’) (‘WPn’) 29: endfor 30: //mergetheaffectedroutesandupdatetherelevantlist 31: forall ^ R 2 (Rs:wps(1)=‘WPm’jRs:wps(2)=‘WPm’) do 32: ~ R (Rs:wps( ^ R:wps = ‘WPm’) =‘WPn’) 33: ~ R merge( ~ R; ^ R) 34: delete( ^ R) 35: endfor 36: delete(‘WPm’) 37: endif 38: endif 39: return WPs;v;Rs StationaryObjectsManager: Aspecialclassofwaypointsisrepresentedbystationarypoints,such asportsandoffshoreplatforms, POs.Thisclassofobjectsconsistsofvesselshavingaspeedlower thanagiventhreshold.Inparticular,ascanbeseeninAnnexA,Algorithm 1—UnsupervisedRoute Extraction—stationaryeventsaredetectedbyspeedgatingbasedonthelastobservationsrelatedtoEntropy 2013, 15 2226 thevesselofinterest:theparameters, t and pos (i.e.,thelastobservedtimeintervalandthe resultingdisplacementinposition),arecomputedtoempiricallyderivetheaveragevesselspeed.Thisis implemented,sincethefield, SOG,intheAISmessagesisunreliabletobeusedindetectingstationary events.Portandoffshoreplatformsarelearnedbyclusteringthestationarybehaviorofvessels,andtheir areasareprogressivelyshapedbyvesselsfollowingthesamebehavior.Waypointsclusteringisbased onDBSCAN(i.e.,Density-BasedSpatialClusteringofApplicationswithNoise)methodology([38]). DBSCANformsclustersofelementsonthebasisofthedensityofpointsintheirneighborhood.Inother words,givenaspecificpoint, p,ifthecardinalityoftheneighborhoodofagivenradius, Eps,isgreater thanacertainthresholdoftheminimumnumberofpoints,thensuchpointsaredensity-reachablefrom p andbelongtothesamecluster.Moreover,twopoints, p and q,aredensity-connectedifthereisa thirdpoint, o,suchthat p and q aredensity-reachablefrom o.Pointsthataredensity-connectedtoeach otherbelongtothesamecluster,andpointsthataredensity-connectedtoanypointoftheclusterarealso partofthecluster.Inthisframework,thosepointsthatarenotdensity-connectedtootherpointsdonot belongtoanyclusterandareconsiderednoise. Algorithm3 RouteObjectsManager Require: v, WPs (i.e.;ENs;EXs;POs), Rs 1: //ifthevesselhaspassedthroughatleasttwowaypoints 2: if length(v:wps) > 1 then 3: [wpa;wpb] v:wps(end 1: end) 4: if not(Rsfwpa to wpbg) then 5: //theroutefrom wpa to wpb doesnotexist:itisaddedtothe Rs list 6: Rs add(Rsfwpa to wpbg) 7: endif 8: //updatetherelevantroutebyaddingthetrackportionbetween wpa and wpb 9: timestampwpa = v:timestampwp(v:wps = wpa) 10: timestampwpb = v:timestampwp(v:wps = wpb) 11: Rsfwpa to wpbg:params(end +1) (v:track(timestamp 2 [timestampwpa ;timestampwpb ])) 12: //updatethevessellistofroutes 13: v:routes add(‘Rsfwpa to wpbg’) 14: endif 15: return v;Rs Differentlyfromcentroid-basedclustering,DBSCANdoesnotrequirethenumberofclusters apriori, whilearbitrarilyshapedclusterscanbeeasilyfoundasoftenobservedwithinthemaritimetrafficcontext. Forinstance,centroid-basedmethodscanfailindiscriminatingdifferentportswhosecentroidsareclose toeachother,whentheyarelocatedalongthecoastline,asshowninFigure 2.Moreover,DBSCAN introducesawaytoclassifynoisepoints,whichcanbeusedtodetectandfilteroutliers,aswillbe shownhereafter. Theon-linelearningenablesanincrementaldensity-basedclusteringofwaypoints.Thewaypoints clustersareeithercreated,expandedandmerged,followingthetypicalprocedureofincremental DBSCAN,asintroducedin[37].InAlgorithm 2,theon-lineclusteringof WPs isillustrated,showing howthevesselobjectfeaturesareupdatedaccordingly.Theclusterparameters(i.e.,theradius, Eps,of theneighborhoodoftheeventofinterestandtheminimumnumber, N,ofpointstobedetectedinthe Eps-neighborhoodofthevessel)aretuned,basedonthespecificnatureofthe WPs (i.e.,whetherthey are POs or ENs/EXs objects)andonthespecificfeaturesofthemonitoredarea.Entropy 2013, 15 2227 Topographically,portandoffshoreplatformobjectsarerepresentedviaaspatialdistributiongivenby thecoordinatesofthevessels,whichcontributetocreateorupdatethem.Asaconsequence,suchobjects areautomaticallydescribedviaalistofvesselobjectsandavolumeoftraffic.Inthisway,afrequency plotbasedonthetypeofvesselscanbeassociatedtoeachportandoffshoreplatformobjectinorderto helpcharacterizetheactivitiesinthestopzones. Figure2. Stationarypoints(greendots)incrementallydetectedduringatwo-weekperiod overtheStraitofGibraltar,anareacharacterizedbyintensetraffic.Stationarypointsarethen clusteredusingincrementalDensity-BasedSpatialClusteringofApplicationswithNoise (DBSCAN)intoportandoffshoreplatformobjects,whoseconcavehulls(right)consistently captureareaswherevesselsanchoroutsideports. EntryandExitPointsManager: Anotherclassofwaypointsusefulfordescribingthemotionpatterns withinaselectedareaisrepresentedbyentry(ENs)andexit(EXs)points.Wheneveravesselobject enters(leaves)theareaunderanalysis,itgenerates“birth”/“death”events(correspondingtovesselstatus transition“transmitting”/“lost”and viceversa),andtherelevantentry/exitpointiscreatedorupdated. Asinimageprocessingandvisualsurveillance(see,e.g.,[16]),entryandexitpointsarerelatedtothe monitoredsceneandmaychangedependingontheboundingboxarea,whileportoroffshoreplatform objectsarefixedreferencepoints.Similarlytothestationarypoints,entryandexitpointsarelearned throughtheincrementalDBSCANmethodanddescribedwithalistoftransitingvesselobjectsand avolumeoftraffic.Algorithm 2—On-LineWPsClustering inAnnexAsummarizesthemainsteps. Figure 3 showstheresultsoftheunsupervisedwaypointsdetectionandcharacterizationovertheNorth AdriaticSea,wheremanyroutingsystemsarepresent(suchastrafficseparationschemes),becauseof theintensetrafficandoildrillingactivities. RouteObjectsManager: Oncethewaypointsarelearned,routeobjects, Rs,canbebuiltbyclustering theextractedvesselflows,whichconnecttwoports(i.e.,localroutes),anentrypointtoaport,aportand anexitpointoranentrypointandanexitpoint(i.e.,transitroutes).Routeobjectsdonotmerelycount theregisteredtransitingvessels,butarealsostatisticallydescribedbythestaticandkinematicfeatures ofthevesselsthatcreatedorupdatedthem. Specifically,theRouteObjectsManager,whosemainstepsarereportedinAlgorithm 3—Route ObjectsManagerinAnnexA—dealswiththecreationofnewrouteobjectsandwiththedynamicEntropy 2013, 15 2228 managementoftheirfeaturesandlabels,asresultingfromtheincrementalclusteringoftherelevant WPs describedinAlgorithm 2—On-LineWPsClustering,AnnexA. Figure3. Waypointsdetectionandcharacterizationovera 200  160 kmareaintheNorth AdriaticSea(a)fromMarch1toMay15,2012.Theunsupervisedanalysisleadstothe detectionofentry(cyan),exit(magenta)andstationaryareas(green)(b),oneofthem beinganoffshoreregasificationgatewayasconfirmedbytheshiptypedistributionanalysis (c),followingthecategorizationin[39],performedontheMaritimeMobileServiceIdentity (MMSI)listofregisteredvessels. Onceavesselentersthescene,itsfeaturesarecomparedwiththeexistingsetofroutes.Ifaroute alreadyexists,whosepositionalfeaturesarecompatibletothevesselfeatures,boththevesselisadded totheroutelistofvesselsand,mutually,therouteisaddedtothelistofthe WPs transitedbythevessel. Otherwise,thevesselcontributestotheinitializationofanewroute,and,whenaminimumnumber ofdetections(i.e.,numberoftransitsalongtheroute)isreached,thenewrouteisactivated.Each routeobjecthasaspatio-temporalsequenceofstatevectors,facilitatingtheanalysisandclassification ofactivities.Thedetectedroutescanbeorganizedinhistoricalatlases,whichsummarizethemaritime trafficintheconsideredarea.Asanexample,wereporttheroutecodebooklearnedintheNorthAdriatic SeainFigure 4.SomeofthederivedroutesarenoteasytoexplainbyglancingattheAIStrafficmessages reportedinFigure 3b.Themethodologyshowsasignificantagreementwiththetrafficschemesinuse onnauticalcharts. InFigure 5,anexampleoftworoutesextractedbetweentwodetectedstationaryareasintheStrait ofGibraltarisillustrated.Themajoreastandwestboundtrafficvolumessignificantlyexceedthetraffic flowbetweentheselectedports,makingtheroutes’visualisolationdifficult. Thetworoutesadheretothemaritimerulesoftheroadwhencrossingthemaintrafficflows:the maintrafficinthesamedirectionflowiscrossedatashallowangle(i.e., 20 –30 ),whiletheopposing trafficflowineachrouteiscutacrossatbroadangles(i.e., 90 ).Thesecondportionofeachrouteis, therefore,morediffuse,astheferriesmaneuvermorewhencrossingtheopposingsealanescompared toovertakingtrafficinthesamedirection.Theextractedroutes,whosenumberisnotassumed apriori, butautomaticallylearned,arecharacterizedalsobytheinformationoftheenteringandexitingtime oftheregisteredvesselstogetherwiththeirshiptype.Differentfromlivevideoanalysisapplications,Entropy 2013, 15 2229 thisallowstheextractionofhigherlevelinformation,suchastheshiptype,distributionoftheroute,its averagetraveltimeandthedaily/weeklypatterns,asshowninFigure 6. Figure4. SetofhighlydenseroutesintowhichthetrafficinFigure 3 wasdecomposed. Anomaliesinthetrafficschedulecanthereforebemodeledonvesselsthatarefullycompliantwith theroutedirections,butusethematlow-likelihoodtimes.Detectedrouteobjectsoftenshowtrajectories thatsharethesameenteringandexitingwaypoints,buttheirpathconsiderablydeviatesfromotherEntropy 2013, 15 2230 vesselpathswithinthesameroute.Itisnecessarytodiscardthoseoutliers,sothatanomalydetection canbeperformedbasedonamorerepresentativepictureofthevesselnormaltraffic,asiscommonly doneinstatisticalprocesscontrolandchangedetectionpractice.Thus,anomalydetectionisrelated to,butdiffersfrom,noiseremovalinthedata:noiseworksasanobstructiontodataanalysisandis notofprimaryinteresttotheanalyst.Undesiredoutliersmustberemovedbeforefurtherknowledge exploitationcanbeperformed.Thispre-processingphaseisimplementedbyusingtheDBSCAN method.Specifically,itincludestheclassificationofroutepointsascorepoints,borderpointsand noisepoints.Noisepointsarenotconsideredrepresentativeofhistoricalpatternsandarefilteredout.An exampleofapre-processedrouteisreportedinFigure 7b.Ashighlightedin[8],vesselstypicallyfollow trafficsealanesthataresequencesofstraightlines.TheGaussianMixtureModels(GMM),verypopular inthepatternrecognitionliterature,canbeusedtofitthedistributionofpositiondatapoints.Alongthe minoraxisperpendiculartothelane,theGaussianmodelscancapturethevesselpositionvariabilityand displacements.However,alongthemajoraxis,thevesseldistributionisassumedtobeapproximately uniform,andthus,theGaussiandistributionisasub-optimalspatialdensitymodel.So,anon-parametric approachcanbemoreappropriatetomodelthetwo-dimensionaltrafficdensitydistributionandhas beenadoptedinthepresentwork.Amongthenon-parametricapproaches,KernelDensityEstimation (KDE)isacommontechniqueforestimatingtheunknownprobabilitydensityfunction(pdf)ofthe randomvariable“vesselposition”.ComparedtoGMM,KDEmakesnoassumptionabouttheparametric modeloftheunderlyingpdf,whoseformisestimatedusinghistoricaldatasamples.Moreover,KDE doesnotneedtospecifythenumberofcomponentsofthemixturemodel,whichisoneofthemain drawbacksofGMM.Forthesereasons,KDEhasshownasuperiorabilitytoaccuratelymodeltraffic lanes.Figure 7creportstheKDErepresentationofarefinedroute,adoptingaGaussiankernelwithan optimizedbandwidthselectionbasedontheMinimizationofaCostfunction. Figure5. AIStrafficdatainproximityoftheStraitofGibraltar(left)collectedovertwo months,and(right)extractedroutesbetweenthelearnedportofTarifaandtheoldportof Tangier,bothhighlightedinred.Entropy 2013, 15 2231 TREADwastestedindifferentareasandusingdatafromdifferentAISsources(i.e.,terrestrialand satelliteAIS).Figure 8 showsanexampleofthetrafficknowledgelearnedusingsatelliteAISdatainthe IndianOcean.ItisnoteworthythatsomeoftheroutesdisplayedinFigure8barenoteasilyanticipatedby simplylookingattherawAIStrafficdatainFigure 8a.Asanexample,theroutefromtheSuezCanalto theLaccadiveSea(Figure 8c)isfirstlyconstrainedbytheInternationallyRecommendedTransitCorridor (IRTC)andeasilyisolated.Then,itbecomesmoredisperseoutsidetheroutingsystemandmoredifficult tobeidentified.ThespatialspreadofthesecondrouteinFigure 8eshowshowtheeffectsofpiracyhave modifiedthecommonroutesovertheIndianOceannearSomalia,duetohigh-riskareas. Figure6. Dailypatternsbetweennorthbound(left)andsouthbound(right)routescovered byfourferrieswhoseschedulecanbederivedbythemultiplepeaksofthetimehistograms onthebottom. Figure7. Color-codedroutes(a)extractedovertheareainFigure 3,showingpatterns notclearlyvisiblebyanalyzingtrafficdensitydata(seeFigure 3b);oneofthem(b)is highlighted,showinginredthepotentialoutliersdetectedandisolatedusingdensity-based clusteringontheroutepoints.TheKernelDensityEstimation(KDE)distributionforthe specificrouteisfinallycomputed(c). Atlast,eachroutecanbedecomposedintotheelementarytrajectoriesfollowedbyallthevessels belongingtothatroute,thusfacilitatingthesearchfortracksthatdeviatefrom“normality”.WhenaEntropy 2013, 15 2232 vesselobjectisinstantiated,itsfeaturesarecomparedwithalltheroutesalreadypresentinthedatabase performingRouteClassification(seeSection 4.1). Figure8. Three-monthsatelliteAISpositioningdataovertheIndianOcean(a); superpositionofdetectedroutes(b).Twoofthemarefurtheranalyzedintermsofspatial (c and e)andtraveltimesdistribution(d and f). 3.1.LearningPerformanceandTrafficEntropy ThelearningperformanceofTREADmethodologywasanalyzedintermsoftheratiobetweenthe numberofAISmessagesmappedintotheextractedsystemofroutesandthenumberofprocessed positioningmessages.Figure 9 showsthelearningresultson50-daygroundbaseddataovertheStrait ofGibraltarandtheNorthAdriaticSeaandsatellite-baseddataovertheIndianOceanasintroducedby Figures 3b, 5aand 8,respectively.Afteracommonpreliminaryphasewhenthesystemconstructsthe entry/exitandstationarypointobjects,thelearningaccuracyperformancestabilizesatdifferentlevels, dependingontrafficdensityandconstraints.Thus,themorethetrafficisconstrainedorregulated,the moreaccuratetheunsupervisedlearningresults.Theextremelyhightrafficdensityandrigidrouting systemallowedtheStraitofGibraltartobelearnedrelativelyquicklyandconsistently,capturingupto 95%oftheprocessedmessages.LoweraccuracyperformancecanbeseenintheNorthAdriaticSea, where,despitetherelativelyconstrainedtraffic,thereareopportunitiesformanyroutestobefollowed withinthetimewindow.Asaresult,only70%ofthetrafficislearned.Thisaspectisevenmore pronouncedintheIndianOcean,wheremerely40%ofthetrafficcanbeclustered,duetoalackoftraffic constraintsoveralargeareacombinedwiththelowupdateratesofsatellite-basedAISdata.Entropy 2013, 15 2233 ThecurvesinFigure 9 representtheportionoftheinformationthatcontributestothehistoricaltraffic patternmodel versus theamountofprocessedinformation.Theamountofinformationthatdoesnot contributetothetrafficknowledgediscoveryisdiscarded.Thereisacertainpointofdiminishingreturns, oranupperthreshold,forthenumberofdatapoints,whichareincludedintothelearnedsystemofroutes, beyondwhichtheadditionaldatadonotprovidefurtherusefulinformationtothehistoricalroutesystem. Thetrafficpatternknowledgediscoveryprocesscanthereforebelinkedtothenotionofentropy,which measuresthedegreeofdisorderinasystem.InformationTheoryentropyiswidelyemployedtopredict humanmobility,AsynchronousTransferMode(ATM)trafficstreamsandcellularnetworktraffic[40]. Entropyclearlyprovidesameasureoftheextenttowhichthetrafficcanbepredictedonthebasisofthe historicalpatternsoverthearea.Withinthisframework,entropycanbeusedtoquantifytheinformation gainthatthederivedtrafficpatternswillprovideforprediction[41].Ingeographicalclusteringstudies, thenotionofentropyhasbeensuggestedin[42]andrecentlyappliedtodetectabnormalactivitiesin videosurveillancein[43].Asaconsequence,thedetectionofpotentialanomaliescanbelinkedtothe trafficentropy:thecapabilitytosuccessfullyrecognizelow-likelihoodbehaviorsisenhancedinareas wherethetrafficpatternsarehighlyregularand,therefore,theassociatedlevelofdisorderislow. Figure9. PortionofAISmessagescapturedbythelearnedsystemofroutesoverthereported areasofinterest. Thus,whilethelearningratedependsonthetrafficdensity,theendstateknowledgediscovery performanceisaffectedbythedifferentlevelsoftrafficentropyovertheareaofinterestandwillvary fromregiontoregion.Entropy 2013, 15 2234 4.RoutesKnowledgeExploitation Similarlyto[12,15],oncethepictureofthemaritimetrafficisconstructed,thehistoricalknowledge canbeusedto(i)classifytheroutes,assigningtoeachofthemaprobabilitythatthevesselisactually followingit,(ii)predictthefutureroutealongwhichavesselisgoingtomove,inagreementwiththe partiallyobservedtrackandgiventhevesselstaticinformationand(iii)detectanomalousbehaviorsthat deviatefromthelearnedtrafficnormality. 4.1.RouteClassification Classifyingasetofvesselpositioningobservationsintospecificroutesiscrucialforaugmentingthe situationalawarenessoverthemaritimetrafficarea.Routeclassificationassignsaprobabilitytoeach routecompatibletothevesselposition.Thisisexpressedastheposteriorprobabilitythatthevessel belongstothatspecificroute,havingobservedapartialvesseltrack.Generallyspeaking,avesseltrack, V,isatimeseriesof T observedstatevectors, vi: V = fv1; v2;:::; vT g (1) wherethestatevectorobservation, vt,isdirectlyisolatedfromthebroadcastAISinformation.Inthis study,itincludesbothpositionandvelocityinformationasextractedbythevesseltrackproperties, v:track (seeSection 3): vt =[xt;yt; _ xt; _ yt] | (2) where xt and yt arerelatedtothevesselcoordinatesandthevelocitycomponents, _ xt and _ yt,are derivedbycombiningSOGandCOGinformation,basedontheconditions:SOGt = p_ x2 t +_ y2 t and COGt = tan 1  _ yt _ xt  Thevesseltrack, V,canbeassociatedtoatimeseriesofregions,  S = fs1; s2;:::; sT g,spatially identifiedbycirclesofradius d centeredintheobservedpositions, [xt;yt],whichrepresentthetemporal sequenceofstatesandtakeintoaccountthetimelags, t,betweensubsequentobservations.Thespatial regionidentifiedbythe t th state, st,asfurtherdiscussedhereafter,canbeusedasamasktocapture therouteelementsintheneighborhoodoftheobservation, vt,subsequentlyusedtocharacterizethelocal routebehavior.Itisclearthattheselectionofthedistance, d,and,therefore,thesizeofthestateregions, affecttherouteclassificationeffectiveness:if d istoosmall,thecharacterizationofthelocalroute behaviorwouldbebasedonareducednumberofneighbors,leadingtopoorgeneralizationcapabilities. Similarly,if d istoolarge,thecharacterizationwouldbebiasedbythemixingofdifferentbehaviors (e.g.,asinthecaseofnon-rectilinearroutes).ThisisillustratedbyFigure 10. Ithasbeenfoundthatstateregionswitharadius d intheorderofafewnauticalmilesleadto acceptableclassificationresultsindependentlyoftheroutespatialanddirectionaldispersion.Entropy 2013, 15 2235 EachAISmessagecanbedecodedtoderivethevesseltype, c,accordingtothecategorization in[39].Theclassificationproblemliesinfindingtheroute, Rk c ,thatmaximizestheposteriorprobability, P(Rk c jV;  S),overthe k =1;:::;K possiblecompatibleroutes Rk c 2 Rs (seeSection 3): Rk c =argmax k P(Rk c jV;  S) (3) where,followingtheBayesrule, P(Rk c jV;  S),canbedecomposedasfollows: P(Rk c jV;  S) / P(V;  SjRk c )P(Rk c ) (4) Figure10. Exampleofobservedvesseltrack, fvt 2; vt 1; vtg (red),associatedtemporalstate sequence, fst 2; st 1; stg (circles)andpoints(blue)ofacompatibleroute,asresultingfrom thetrafficknowledgediscoveryprocess.Iftheselectedradiusistoolarge(e.g., d0 >d), distinctlocaldirectionaldistributionscanbeincludedintothesamestate,biasingthe motioncharacterizationoftherelevantobservationneighborhoodand,thus,theroute classificationprocess. Theprior P(Rk c ) canbeempiricallyevaluatedastheratioofthenumberofvesselsthattransited alongtheroute, Rk c ,overthetotalnumberofvesselsdetectedintheareaofinterest.Thelikelihood, P(V;  SjRk c ),accountsforthejointprobabilityofthetimeseries, V,oftheobservationsandthesequence ofthestates,  S,comparedtotheroute, Rk c . SimilarlytotheprobabilisticapproachintheHiddenMarkovModel(HMM)literature[44]andinthe spatio-temporaltrajectoryminingliterature(see,e.g.,[45,46]),thejointprobability, P(V;  SjRk c ),ofthe vesseltrack, V,andstatessequence,  S,giventheroute, Rk c ,canbewrittenasfollows: P(V;  SjRk c )= P(Vj S;Rk c )P( SjRk c ) (5) thesequenceofstates,  S,beingfixed,oncethetracksequence, V,hasbeenobserved.Similarinteresting examplescanbefoundinsignalprocessing[47],videotracking[15]andmaritimesurveillance applications[48]. Theprobability, P(Vj S;Rk c ),oftheobservationsequence, V,forthestatesequence,  S,giventhe route, Rk c ,canbeexpressedasfollows: P(Vj S;Rk c )= T Y t=1 P(vtjst;Rk c ) (6)Entropy 2013, 15 2236 InEquation(6),theprobabilityofobservingafeaturevector, vt,inonestate, st,isassumedto beindependentofthefeaturevectorsinotherstates.Thisisanapproximation,sincethefeature vectorsofthetrack, V,arerelatedtothesamevesseland,hence,areinterdependent.Nevertheless, thisapproximationhasbeenadoptedelsewhere(see,e.g.,[47])withsatisfyingresults.Thegeneric P(vtjst;Rk c ) istheprobabilityofobservingthefeaturevector, vt,giventheelements, fRk c (`):[x;y; _ x; _ y]g, oftheroute, Rk c ,withinthestateregion, st,definedasfollows: fRk c (`):[x;y; _ x; _ y]g where kRk c (l):[x;y] [xt;yt]k d; 8l 2 ` (7) Theprobability, P(vtjst;Rk c ),iscalculatedas: P(vtjst;Rk c )= P(xt;yt; _ xt; _ ytjst;Rk c )= P(_ xt; _ ytjxt;yt; st;Rk c )P(xt;ytjst;Rk c ) (8) where P(_ xt; _ ytjxt;yt; st;Rk c ) istheprobabilityofobservingthevelocitycomponents, _ xt and _ yt,within thestate, st,asidentifiedbytheneighborsofthecurrentposition, [xt;yt],withinadistance, d.This conditionalprobabilitytakesintoaccountthevelocitydependencyontheareawherethevesselisactually observed.Inotherwords,thiscomponenttellsustheextenttowhichthevesselvelocityvectorisinline withthehistoricalspeedanddirectionlocalfrequencydistributions,giventheroute, Rk c .Giventhat thestate, st,isidentifiedbytheobservedposition, [xt;yt],theprobability, P(_ xt; _ ytjxt;yt; st;Rk c ),can besimplifiedas P(_ xt; _ ytjst;Rk c ).Both P(_ xt; _ ytjst;Rk c ) and P(xt;ytjst;Rk c ) canbeestimatedusing,e.g., non-parametricmethods,suchastheKernelDensityEstimator,asdiscussedinSection 3. TheotherterminEquation(5)istheprobability, P( SjRk c ),ofthestatesequence,  S,giventheroute, Rk c ,andcanbedecomposedasfollows: P( SjRk c ) / P(s2js1;Rk c )P(s3js2;Rk c ) :::P(sT jsT 1;Rk c ) (9) wheretheproportionalityfollowsfromtheassumptionthattheinitialstateprobability, P(s1jRk c ),is equalforallthepossiblestatesequencesin Rk c .Inotherwords,thesequenceisequallyprobableto startatanypointoftheroute.TheEquation(9)accountsforthecompatibilityofthestatesequence, fst 1; stg,totheroute, Rk c ,andtakesintoaccountthehighvariabilityofAISrefreshrates,asdiscussed inSection 3.Thiscanbeestimatedasafunctionofthedistance, p,betweentheobservedposition, [xt;yt] (whichisthecenteroftheneighborhood st),andthepredictedposition, [^ xt; ^ yt],calculatedby propagating [xt 1;yt 1] tothecurrenttime, t,giventhevelocitydistributionalongtheroute, Rk c ,as describedinthetrackpredictorinAlgorithm 4—TrackPredictor(containedinAnnexA)—where de is theceilingfunctionand t isaroughtimeincrementbetweentwopositions.Thetimeincrementcanbe convenientlychosen,dependingonthecomplexityoftheroute(see[32]).Thedistance, p,canbeused toestimatethelikelihoodofobservingthestate, st,giventhepreviousstate, st 1,andtheroute, Rk c . p canberegardedasarandomvariabledescribingthepredictionerror, i.e.,thedisplacementofthecurrent observedposition,withrespecttotheexpectedone,givenatimelag, t,betweentheobservations andacompatibleroute, Rk c .Thus,thedistance, p,isultimatelycalculatedastheEuclideandistance, p = k[xt;yt] [^ xt; ^ yt]k,sincemostobserveddistancesaregenerallybeloweightnauticalmiles,witha reducedcurvatureeffect.Entropy 2013, 15 2237 Algorithm4 TrackPredictor Require: Rk c , [xt 1;yt 1], timestampt, timestampt 1, stept, Eps 1: t (timestampt timestampt 1) 2:  (t)=d(t)=stepte 3: for  = timestampt 1 to timestampt  step  do 4: find ` s.t. 8l 2 ` : kRk c (l):[x;y] [x ;y ]k Eps 5: s fRk c (`):[x;y; _ x; _ y]g 6: [_ xs ; _ ys ] median (s :[_ x; _ y]) 7: [x+1;y+1] [x ;y ]+[_ xs ; _ ys ]  8: endfor 9: return [^ xt; ^ yt] Inordertoinvestigatethevariabilityof p,aparametricmodelhasbeenselectedfromthe literatureandanalyzed.Typically,survivaldistributionsareusedtoestimatetime-to-event.These functionsareappropriate,becausetheradialdistance-to-eventcanberegardedasanalogousto time-to-event.Exponential-likemodelsshowgoodnessoffitandalsoconformwithsomerelated literature(see,e.g.,[12,49,50]).Amongthem,theWeibullmodelhasbeenselected,sinceitshows goodcorrelationwiththeempiricaldistributionsoftheobserveddistancesonrealAISdatastreamsin differentareas.Asaresult,thetransitionprobability, P(stjst 1;Rk c ),can,then,beexpressedasfollows: P(stjst 1;Rk c )=exp " p k  k # (10) Theshapeparameter, k,basicallydoesnotchangewithtime,whilethescaleparameter, k,is assumedtodependonthetimewindow, t,betweentwosubsequentobservationsasfollows: k = mkt (11) for t > 0.So,theexpectedvaluefortherandomvariable, p,is: E fpg = k   1+ 1 k  (12) andthevarianceisequalto: Var fpg = 2 k   1+ 2 k  (E fpg) 2 (13) where istheGammafunction.DuetoEquation(11),thevarianceincreaseswith 2 t ,accounting forthegrowthofuncertaintyrelatedtothepropagationmodelinlong-termprediction,astypicalof diffusionmodels. Theestimates, ^ k and ^ k,areobtainedusingthesampleddistancesbetweenthepredictedpoints, [^ xt; ^ yt],andtheactualobservedpoints, [xt;yt],inthespecifiedroute, Rk c ,foreachgiventimelag, t, usingMaximumLikelihoodmethods(see,e.g.,[51]). Fromthisstartingpoint,apracticalestimate, ^ mk,canbeobtainedstraightforwardlyviaalinear regressionforeachroute, Rk c .ThenEquation(10)becomes: P(stjst 1;Rk c )=exp "  p ^ mk  t  ^ k # (14)Entropy 2013, 15 2238 for t > 0.Inthisway,aconsistenttransitionprobabilityfortheconsideredlikelihoodestimation problemisobtained.TwodesiredbehaviorsareincorporatedinEquation(14).Thus,givenatimelag, t, P(stjst 1;Rk c ) decaysasthepositioningdistance, p,increases.Conversely,givenadistance, p, P(stjst 1;Rk c ) increasesasthetimelag, t,increases.Figure 11 showsanexampleoftheanalysis startingfromtherealstreamofAISdataintheNorthAdriaticSeaarea(seeFigure 3). 4.2.RoutePrediction Whenobservingasequenceofstatevectorsforavesselofagiventype, c,therouteclassification assignsaprobabilitytoeachcompatibleroute,basedontheposteriorprobability(4)thatthevessel belongstothatroute.Inotherwords,giventhelateststatevectorsequenceforavesselandatime window, t,thefuturepositionofthevessel,bothinasingleandmulti-stepmode,canbepredicted followingAlgorithm 4. Figure11. Estimationoftransitionprobabilities:Empirical(solidblueline)andfitted Weibull-like(dashedredline)distributionsofthedistances, p,innauticalmilesbetween thepredictedandactualpositionsofvesselsintheNorthAdriaticSeaAreaanalyzedin Figure 3.Thetimelag, t,rangesfromfiveto60minutes,withanincrementoffiveminutes. Thefigureshowshowtoderivethetransitionprobability, P(stjst 1;Rk c ),fromthedistance betweenthenewobservation, [xt;yt],andthepredictedposition, [^ xt; ^ yt],giventhe Rk c and thepreviousobservation, [xt 1;yt 1].Thisgivesameasureofmatchbetweentherouteand theobservedstatesequence. Assumingthatnoanomalieswillbeobservedforthevesselsofinterest,theroutepredictionis essentiallyapplyingcontext-basedtrackingalgorithms.Inotherwords,themeanvelocitydirection togetherwiththeseriesofroutepointsprovidedbypreviousvesselsrepresentasetofconstraints thatcanbeusedtoefficientlypredictfuturevesselspositions,basedonstaticstoredinformation, suchasthevesseltype.Inthiscase,theinferenceisdrivenbythelearnedroutecodebookandby thetopmostprobableroutescomputedusingEquation(6).Figure 12 showsanexampleofrouteEntropy 2013, 15 2239 prediction.InFigure 12a,agivenvesselentersthesceneintheright-bottomcornerandismonitored inthreesubsequenttimeframes, T1, T2 and T3.Ineachtimeframe,atracksegmentofthefive mostrecentstatevectorsisobserved.Basedonthesefiveobservedvalues,themethodologyisable toprovideaprobabilisticpredictionofthevesselfinalpositionafteragivenamountoftime,using thehistoricalcontextualinformation.Fortheconsideredvessel,thereareinitiallyfivecompatible routes:thereportedpercentagesrepresenttheprobabilitythatthevesselisexpectedtomovealong eachroutebasedontherouteclassificationprocess.InFigure 12b,sevenhoursaheadfromthelatest observation,thepredictedpositions,obtainedfollowingAlgorithm 4,areshown,togetherwiththe associatedprobabilities,computedasinSection 4.1.InFigure 12c,weseethatinthenexttimeframe (threehoursafterward),theprobabilitiesareupdatedtoreflectthereducednumberofdestinationoptions. Figure12. Vesseldestinationpredictiongiventhesetofcompatibleroutes(a)atthree differenttime-frames(b, c and d).Theprobabilityofvessellocationiscomputedbased onEquation(6)andconditionedtothedistributionofvesseltypeswithineachroute.It canbeseenthattheextractedroutesprovideenoughinformationtoconsistentlypredictthe vesselpositionhoursahead,eveninrelativelycomplexroutingsystems.Entropy 2013, 15 2240 InFigure 12d,theprobabilitiesthatthevesselwouldturneitherWestorNorthhasbecomenegligible, andthemostprobableportturnsouttobetheactualdestinationofthevessel.Itisinterestingtonote thatthecomputationofthepredictionprobabilitieshasincludedthevesseltypecharacterization.Such contextualinformationresultedinenhancedpredictionperformance. 4.3.AnomalyDetection Thedetectionofananomaly, H1,attime, t,canbethoughtofasdeviationfromthenormality, H0, learnedusinghistoricaldataandcanbeapproachedbysettingaminimumthresholdinEquation(15), accordingtothedetectionandfalsealarmratesrequiredbythespecificsurveillanceapplication: argmax k P(V;  SjRk c )P(Rk c ) H1 Q H0 Th (15) where V istheobservedtrackfortheVesselOfInterest(VOI)and  S isthecorrespondingtemporal statesequence.Inordertoavoidproblemsderivingfromincompleteorintermittenttracks,theanomaly detectionisperformedon-line,usingaslidingtimewindow,whichcapturesonlythemostrecentpoints ofthepartiallyobservedtrack.Thus,theposteriorprobabilityofobserving V,giventhetraffichistory inthearea,isincrementallycalculatedassoonasanewobservationisreceived. Figure13. Posteriorprobabilityoftheobservedtrackforthemonitoredvesselofinterest. ThevesselstartsfromPortofLivorno(greendots)andexitstheareaintheexitpoint (magenta),aftermakingananomalousdoubleU-turn.Entropy 2013, 15 2241 Figure 13 exemplifiessuchasequentialanalysis.ThemonitoredsceneisinfrontofthePortof Livorno,intheLigurianSeaarea.Avesselshowsananomalousbehavior,whichiscorrectlydetectedby theproposedmethodology.Thevesselinitiallymoveswestward,inaccordancewiththemotionpattern ofthecompatibleroute,resultingfromtheclassification.Thecompatiblehistoricalrouteisshownwith grayarrows.Whilethevesselsailsthearea,theprobabilityofitsstatevectorissequentiallyupdated basedonEquation(6).Thetrajectoryofthevesselisrepresentedwithasequenceofarrowswhosehead markercolordependsontheincrementalposteriorprobabilitycalculatedwithagiven-widthbackward timewindow.Thevesselinitiallymoveswithinthenormalroute,andbothitspositionandmotionare compatiblewiththehistoricalpatters.Itstrackedpositionsareshownbythebluedots.Then,thevessel startsheadingeastwardandmakesadoubleU-turn:thepositionalfeaturesarestillcompatible,sincethe vesselismovinginsidetheroutearea,buttheposteriorprobabilitydecaysdramatically,duetothevessel headingandvelocity,whichareincompatiblewiththehistoricalpatterns.Thetransitionprobabilities accountforthismotionincompatibility.Thereddotshighlighttheanomalousbehaviorandchange againintoblueafterthevesselre-entersthenormalmotionflowoftheroute. 5.Conclusions Thelargeamountofshipmovementdatacollectedbyterrestrialnetworksandsatelliteconstellations ofAISreceiversrequirestheaidofautomaticprocessingtechniquesifthedataaretobefullyutilized. TheTREADmethodologyderivesknowledgeofmaritimetrafficinanunsupervisedway,inorderto detectlow-likelihoodbehaviorsandtopredictvesselsfuturepositions. Thelearningprocessisrobustwithrespecttodifferentnumberofsensors,theircoverageandrefresh rateandthescaleoftheareaofinterest.Thetrafficrouteextractionprocessisbasedonincremental learningandcanbeappliedbothinreal-timeorbatchfashion. Inthisresearchwork,vesselsareanalyzedasacollectiveentitythatconstructsandshapesthetraffic patternsovertheareaofinterest.Theresultinglow-likelihoodbehaviordetectioncanoftenbefully explainedthroughtheinteractionbetweenobjects.Forexample,asuddenchangeincourseorspeedcan beduetocollisionavoidancemaneuverwithrespecttoanothervesseloranintenttodelaythetransit toarriveatapre-arrangedtime.Thislevelofinteraction,iftakenintoaccount,canhelpimprovethe interpretationofvesselbehaviorandintent. Acknowledgments ThisworkrelatestoDepartmentoftheNavyGrantN62909-11-1-7040issuedbyOfficeofNaval ResearchGlobal.TheauthorswishtoexpressthankstoRonFunkandtoalltheMSAteamatCMRE forthehelpfuldiscussionsandinsights.Theauthorsalsowishtothankthereviewersforthevaluable commentsandsuggestions.Entropy 2013, 15 2242 References 1. Cimino,G.;Ancieri,G.;Horn,S.;Bryan,K. SensorDataManagementtoAchieveInformation SuperiorityinMaritimeSituationalAwareness;CMREFormalReport,NATOUnclassified; NATO:Brussels,Belgium,2013;inpress. 2. InternationalConventionfortheSafetyofLifeatSea(SOLAS),ChapterV:SafetyofNavigation, Regulation19,13December2002. 3. CommissionoftheEuropeanCommunities. 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