Detection and localization of change-points in high-dimensional network traffic data

DOI10.1214/08-AOAS232zbMath1166.62094arXiv0908.2310OpenAlexW2035959221MaRDI QIDQ2270664

François Roueff, Céline Lévy-Leduc

Publication date: 29 July 2009

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.2310

zbMATH Keywords

rank testshigh-dimensional datachange-point detectionnetwork anomaly detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Communication networks in operations research (90B18) Applications of statistics (62P99)

Related Items (22)

The Bethe Hessian and information theoretic approaches for online change-point detection in network data ⋮ An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation ⋮ Sequential change point detection in high dimensional time series ⋮ Adaptive Change Point Monitoring for High-Dimensional Data ⋮ On change-point estimation under Sobolev sparsity ⋮ Uniform change point tests in high dimension ⋮ A Bayesian detection of structural changes in autoregressive time series models ⋮ Change detection via affine and quadratic detectors ⋮ Inference of Breakpoints in High-dimensional Time Series ⋮ BayesProject: fast computation of a projection direction for multivariate changepoint detection ⋮ Sequential tests controlling generalized familywise error rates ⋮ Change-Points: From Sequential Detection to Biology and Back ⋮ Unnamed Item ⋮ Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices ⋮ Sequential multi-sensor change-point detection ⋮ Distributed detection/localization of change-points in high-dimensional network traffic data ⋮ Longitudinal mixed-effects models for latent cognitive function ⋮ High dimensional change point inference: recent developments and extensions ⋮ High-dimensional change-point detection under sparse alternatives ⋮ A Total Variation Based Method for Multivariate Time Series Segmentation ⋮ Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process ⋮ Sequential change detection in the presence of unknown parameters

Cites Work

• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• A Nonparametric Test for Change in Randomly Censored Data
• A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods
• A generalized Wilcoxon test for comparing arbitrarily singly-censored samples
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