We propose two robust methods for anomaly detection in dynamic networks in which the properties of normal traffic are time-varying. We formulate the robust anomaly detection problem as a binary composite hypothesis testing problem and propose two methods: a model-free and a model-based one, leveraging techniques from the theory of large deviations. Both methods require a family of Probability Laws (PLs) that represent normal properties of traffic. We devise a two-step procedure to estimate this family of PLs. We compare the performance of our robust methods and their vanilla counterparts, which assume that normal traffic is stationary, on a network with a diurnal normal pattern and a common anomaly related to data exfiltration. Simulation results show that our robust methods perform better than their vanilla counterparts in dynamic networks.
@article{arxiv.1503.02332,
title = {Robust Anomaly Detection in Dynamic Networks},
author = {Jing Wang and Ioannis Ch. Paschalidis},
journal= {arXiv preprint arXiv:1503.02332},
year = {2015}
}