Anomaly Detection in Partially Observed Traffic Networks

DOI10.1109/TSP.2019.2892026MaRDI QIDQ4628306zbMATH OpenOpenAlexFDO

Authors Elizabeth Hou, Yasin Yilmaz, Alfred O. III Hero

Publication date 6 March 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.09216

Mathematics Subject Classification ID

Traffic problems in operations research (90B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Abstract: This paper addresses the problem of detecting anomalous activity in traffic networks where the network is not directly observed. Given knowledge of what the node-to-node traffic in a network should be, any activity that differs significantly from this baseline would be considered anomalous. We propose a Bayesian hierarchical model for estimating the traffic rates and detecting anomalous changes in the network. The probabilistic nature of the model allows us to perform statistical goodness-of-fit tests to detect significant deviations from a baseline network. We show that due to the more defined structure of the hierarchical Bayesian model, such tests perform well even when the empirical models estimated by the EM algorithm are misspecified. We apply our model to both simulated and real datasets to demonstrate its superior performance over existing alternatives.

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(4)

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• Optimal volume anomaly detection and isolation in large-scale IP networks using coarse-grained measurements

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