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The application of network analysis has found great success in a wide variety of disciplines; however, the popularity of these approaches has revealed the difficulty in handling networks whose complexity scales rapidly. One of the main…

Methodology · Statistics 2023-10-24 Anna Malinovskaya , Philipp Otto

Streaming anomaly detection refers to the problem of detecting anomalous data samples in streams of data. This problem poses challenges that classical and deep anomaly detection methods are not designed to cope with, such as conceptual…

Machine Learning · Computer Science 2022-10-12 Joseph Gallego-Mejia , Oscar Bustos-Brinez , Fabio Gonzalez

Detecting an abrupt and persistent change in the underlying distribution of online data streams is an important problem in many applications. This paper proposes a new robust score-based algorithm called RSCUSUM, which can be applied to…

Methodology · Statistics 2023-06-09 Suya Wu , Enmao Diao , Taposh Banerjee , Jie Ding , Vahid Tarokh

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…

Social and Information Networks · Computer Science 2018-10-22 Vahid Ranjbar , Mostafa Salehi , Pegah Jandaghi , Mahdi Jalili

The problem of detecting anomalies in time series from network measurements has been widely studied and is a topic of fundamental importance. Many anomaly detection methods are based on packet inspection collected at the network core…

Networking and Internet Architecture · Computer Science 2020-04-22 Ananda Streit , Gustavo H. A. Santos , Rosa Leão , Edmundo de Souza e Silva , Daniel Menasché , Don Towsley

Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

Machine Learning · Computer Science 2022-04-13 José A. Padrón-Hidalgo , Valero Laparra , Gustau Camps-Valls

By now, most outlier-detection algorithms struggle to accurately detect both point anomalies and cluster anomalies simultaneously. Furthermore, a few K-nearest-neighbor-based anomaly-detection methods exhibit excellent performance on many…

Information Theory · Computer Science 2025-06-06 Kaituo Zhang , Wei Huang , Bingyang Zhang , Jinshan Xu , Xuhua Yang

Given a stream of graph edges from a dynamic graph, how can we assign anomaly scores to edges and subgraphs in an online manner, for the purpose of detecting unusual behavior, using constant time and memory? For example, in intrusion…

Data Structures and Algorithms · Computer Science 2023-07-18 Siddharth Bhatia , Mohit Wadhwa , Kenji Kawaguchi , Neil Shah , Philip S. Yu , Bryan Hooi

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…

Machine Learning · Statistics 2016-07-21 Romain Laby , François Roueff , Alexandre Gramfort

We propose a family of weighted statistics based on the CUSUM process of the WLS residuals for the online detection of changepoints in a Random Coefficient Autoregressive model, using both the standard CUSUM and the Page-CUSUM process. We…

Methodology · Statistics 2025-03-12 Lajos Horváth , Lorenzo Trapani

We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…

With the increasing volume of streaming data in industrial systems, online anomaly detection has become a critical task. The diverse and rapidly evolving data patterns pose significant challenges for online anomaly detection. Many existing…

Machine Learning · Computer Science 2026-01-06 Zewei Yu , Jianqiu Xu , Caimin Li

Data-driven anomaly detection methods suffer from the drawback of detecting all instances that are statistically rare, irrespective of whether the detected instances have real-world significance or not. In this paper, we are interested in…

Machine Learning · Statistics 2018-03-08 Elizabeth Hou , Kumar Sricharan , Alfred O. Hero

Computationally inexpensive algorithm for detecting of dispersed transients has been developed using Cumulative Sums (CUSUM) scheme for detecting abrupt changes in statistical characteristics of the signal. The efficiency of the algorithm…

Instrumentation and Methods for Astrophysics · Physics 2011-04-28 Gene Soudlenkov , Vyacheslav V. Kitaev

We study online changepoint detection in the context of a linear regression model. We propose a class of heavily weighted statistics based on the CUSUM process of the regression residuals, which are specifically designed to ensure timely…

Methodology · Statistics 2024-02-08 Fabrizio Ghezzi , Eduardo Rossi , Lorenzo Trapani

We present five methods to the problem of network anomaly detection. These methods cover most of the common techniques in the anomaly detection field, including Statistical Hypothesis Tests (SHT), Support Vector Machines (SVM) and…

Machine Learning · Statistics 2013-09-20 Jing Wang , Daniel Rossell , Christos G. Cassandras , Ioannis Ch. Paschalidis

Many modern applications of online changepoint detection require the ability to process high-frequency observations, sometimes with limited available computational resources. Online algorithms for detecting a change in mean often involve…

Methodology · Statistics 2023-04-12 Gaetano Romano , Idris Eckley , Paul Fearnhead , Guillem Rigaill

The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When examining a time series, the reference distribution may evolve…

Methodology · Statistics 2024-07-23 Etienne Krönert , Dalila Hattab , Alain Celisse

Commute Time Distance (CTD) is a random walk based metric on graphs. CTD has found widespread applications in many domains including personalized search, collaborative filtering and making search engines robust against manipulation. Our…

Artificial Intelligence · Computer Science 2011-07-28 Nguyen Lu Dang Khoa , Sanjay Chawla

Anomaly detection is essential for identifying rare and significant events across diverse domains such as finance, cybersecurity, and network monitoring. This paper presents Synthetic Anomaly Monitoring (SAM), an innovative approach that…

Machine Learning · Computer Science 2025-02-04 Emanuele Luzio , Moacir Antonelli Ponti