Related papers: Breakpoint based online anomaly detection
With today's abundant streams of data, the only constant we can rely on is change. For stream classification algorithms, it is necessary to adapt to concept drift. This can be achieved by monitoring the model error, and triggering counter…
Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying…
In time series data analysis, detecting change points on a real-time basis (online) is of great interest in many areas, such as finance, environmental monitoring, and medicine. One promising means to achieve this is the Bayesian online…
Anomalies represent rare observations (e.g., data records or events) that deviate significantly from others. Over several decades, research on anomaly mining has received increasing interests due to the implications of these occurrences in…
Performance and high availability have become increasingly important drivers, amongst other drivers, for user retention in the context of web services such as social networks, and web search. Exogenic and/or endogenic factors often give…
We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator…
Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…
The online monitoring data in distribution networks contain rich information on the running states of the networks. By leveraging the data, this paper proposes a spatio-temporal correlation analysis approach for anomaly detection and…
Change-point detection has garnered significant attention due to its broad range of applications, including epidemic disease outbreaks, social network evolution, image analysis, and wireless communications. In an online setting, where new…
Anomaly detection is the practice of identifying items or events that do not conform to an expected behavior or do not correlate with other items in a dataset. It has previously been applied to areas such as intrusion detection, system…
Detecting a small number of outliers from a set of data observations is always challenging. This problem is more difficult in the setting of multiple network samples, where computing the anomalous degree of a network sample is generally not…
Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…
In this paper, we address the anomaly detection problem where the objective is to find the anomalous processes among a given set of processes. To this end, the decision-making agent probes a subset of processes at every time instant and…
Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. To detect abnormal moments in these processes, a definition of `normal' must be established. This paper proposes a new…
Data streams in real-world industrial scenarios often contain transitional operating conditions that are uncovered during offline training, leading to significant distribution shifts. To bridge the gap between static offline models and…
Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…
Low-count time series describe sparse or intermittent events, which are prevalent in large-scale online platforms that capture and monitor diverse data types. Several distinct challenges surface when modelling low-count time series,…
Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…
The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…
Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…