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The problem of anomaly detection has been studied for a long time. In short, anomalies are abnormal or unlikely things. In financial networks, thieves and illegal activities are often anomalous in nature. Members of a network want to detect…

Machine Learning · Computer Science 2017-02-28 Thai Pham , Steven Lee

This paper considers the problem of joint change detection and identification assuming multiple composite postchange hypotheses. We propose a multihypothesis changepoint detection-identification procedure that controls the probabilities of…

Statistics Theory · Mathematics 2021-08-12 Serguei Pergamenchtchikov , Alexander Tartakovsky , Valentin Spivak

Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data…

Methodology · Statistics 2017-07-12 Paul Fearnhead , Guillem Rigaill

Huge datasets in cyber security, such as network traffic logs, can be analyzed using machine learning and data mining methods. However, the amount of collected data is increasing, which makes analysis more difficult. Many machine learning…

Machine Learning · Computer Science 2014-10-30 Antti Juvonen , Tuomo Sipola

Monitoring of networks for anomaly detection has attracted a lot of attention in recent years especially with the rise of connected devices and social networks. This is of importance as anomaly detection could span a wide range of…

Applications · Statistics 2019-05-08 Tomilayo Komolafe , A. Valeria Quevedo , Srijan Sengupta , William H. Woodall

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

In 1985, for detecting a change in distribution, Pollak introduced a specific minimax performance metric and a randomized version of the Shiryaev-Roberts procedure where the zero initial condition is replaced by a random variable sampled…

Statistics Theory · Mathematics 2015-03-13 Aleksey S. Polunchenko , Alexander G. Tartakovsky

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

Methodology · Statistics 2011-01-24 Xiaoping Shi , Yuehua Wu , Baisuo Jin

We propose a computationally and statistically efficient procedure for segmenting univariate data under piecewise linearity. The proposed moving sum (MOSUM) methodology detects multiple change points where the underlying signal undergoes…

Methodology · Statistics 2023-08-25 Joonpyo Kim , Hee-Seok Oh , Haeran Cho

This paper proposes to develop a network phenotyping mechanism based on network resource usage analysis and identify abnormal network traffic. The network phenotyping may use different metrics in the cyber physical system (CPS), including…

Networking and Internet Architecture · Computer Science 2018-03-06 Minhui Zou , Chengliang Wang , Fangyu Li , WenZhan Song

Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…

Optimization and Control · Mathematics 2023-12-05 Amir Hossein Noormohammadia , Seyed Ali MirHassania , Farnaz Hooshmand Khaligh

We consider online monitoring of the network event data to detect local changes in a cluster when the affected data stream distribution shifts from one point process to another with different parameters. Specifically, we are interested in…

Methodology · Statistics 2022-12-26 Rui Zhang , Haoyun Wang , Yao Xie

Anomaly detection is concerned with identifying data patterns that deviate remarkably from the expected behaviour. This is an important research problem, due to its broad set of application domains, from data analysis to e-health,…

Machine Learning · Computer Science 2021-08-23 L. Erhan , M. Ndubuaku , M. Di Mauro , W. Song , M. Chen , G. Fortino , O. Bagdasar , A. Liotta

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Statistical Finance · Quantitative Finance 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

The proliferation of interconnected battlefield information-sharing devices, known as the Internet of Battlefield Things (IoBT), introduced several security challenges. Inherent to the IoBT operating environment is the practice of…

Cryptography and Security · Computer Science 2021-11-03 David A. Bierbrauer , Alexander Chang , Will Kritzer , Nathaniel D. Bastian

Distinguishing abnormal nodes from those with normal packet loss in clusters helps reduce the loss of clustered network resources. The detection performance of existing detection schemes is limited by the techniques to quantify node…

Systems and Control · Electrical Eng. & Systems 2025-05-14 Yingying Huangfu , Tian Bai

This article introduces a novel method for detecting anomalies within log data from control system nodes at the European XFEL accelerator. Effective anomaly detection is crucial for providing operators with a clear understanding of each…

Cryptography and Security · Computer Science 2025-09-26 Antonin Sulc , Annika Eichler , Tim Wilksen

Rapid detection of spatial events that propagate across a sensor network is of wide interest in many modern applications. In particular, in communications, radar, IoT, environmental monitoring, and biosurveillance, we may observe…

Statistics Theory · Mathematics 2023-01-18 Topi Halme , Eyal Nitzan , Visa Koivunen

The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…

Dynamical Systems · Mathematics 2023-05-18 Sen Lin , Gianmarco Mengaldo , Romit Maulik