Related papers: Efficient Computer Network Anomaly Detection by Ch…
Change-points in time series data are usually defined as the time instants at which changes in their properties occur. Detecting change-points is critical in a number of applications as diverse as detecting credit card and insurance frauds,…
Moments when a time series changes its behavior are called change points. Occurrence of change point implies that the state of the system is altered and its timely detection might help to prevent unwanted consequences. In this paper, we…
Many works have studied the efficacy of state machines for detecting anomalies within NetFlows. These works typically learn a model from unlabeled data and compute anomaly scores for arbitrary traces based on their likelihood of occurrence…
Anomaly detection is essential for the safety and reliability of autonomous driving systems. Current methods often focus on detection accuracy but neglect response time, which is critical in time-sensitive driving scenarios. In this paper,…
Dynamic networks consist of a sequence of time-varying networks, and it is of great importance to detect the network change points. Most existing methods focus on detecting abrupt change points, necessitating the assumption that the…
Anomaly detection in complex domains poses significant challenges due to the need for extensive labeled data and the inherently imbalanced nature of anomalous versus benign samples. Graph-based machine learning models have emerged as a…
Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…
Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…
Current anomaly detection algorithms are typically challenged by either accuracy or efficiency. More accurate nonlinear detectors are typically slow and not scalable. In this letter, we propose two families of techniques to improve the…
This paper proposes a novel methodology for the online detection of changepoints in the factor structure of large matrix time series. Our approach is based on the well-known fact that, in the presence of a changepoint, a factor model can be…
This paper considers the change-point problem for finite sequences of networks. To avoid the difficulty of computing the normalization coefficient, such as in Exponential random graphical models (ERGMs) and Markov networks, we construct a…
We develop Shiryaev-Roberts schemes based on signed sequential ranks to detect a persistent change in location of a continuous symmetric distribution with known median. The in-control properties of these schemes are distribution free, hence…
Complex networks have now become integral parts of modern information infrastructures. This paper proposes a user-centric method for detecting anomalies in heterogeneous information networks, in which nodes and/or edges might be from…
We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…
In this paper we propose novel randomized subspace methods to detect anomalies in Internet Protocol networks. Given a data matrix containing information about network traffic, the proposed approaches perform a normal-plus-anomalous matrix…
Network intrusion detection systems (NIDSs) play an important role in computer network security. There are several detection mechanisms where anomaly-based automated detection outperforms others significantly. Amid the sophistication and…
In this paper we study online change point detection in dynamic networks with time heterogeneous missing pattern within networks and dependence across the time course. The missingness probabilities, the entrywise sparsity of networks, the…
Anomaly detection in surveillance videos has been recently gaining attention. Even though the performance of state-of-the-art methods on publicly available data sets has been competitive, they demand a massive amount of training data. Also,…
A common approach to detect multiple changepoints is to minimise a measure of data fit plus a penalty that is linear in the number of changepoints. This paper shows that the general finite sample behaviour of such a method can be related to…
This paper proposes an online, provably robust, and scalable Bayesian approach for changepoint detection. The resulting algorithm has key advantages over previous work: it provides provable robustness by leveraging the generalised Bayesian…