MultiResolution Anomaly Detection Method for Long Range Dependent Time Series

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Driven by network intrusion detection, we propose a MultiResolution Anomaly Detection (MRAD) method, which effectively utilizes the multiscale properties of Internet features and network anomalies. In this paper, several theoretical properties of the MRAD method are explored. A major new result is the mathematical formulation of the notion that a two-scaled MRAD method has larger power than the average power of the detection method based on the given two scales. Test threshold is also developed. Comparisons between MRAD method and other classical outlier detectors in time series are reported as well.
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 62M07, 62M10 (Primary) 62F03 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/168611

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0809.1281
 http://arxiv.org/abs/0809.1281

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arXiv