Nonparametric self-exciting models for computer network traffic

DOI10.1007/S11222-019-09875-ZMaRDI QIDQ2302486zbMATH OpenOpenAlexWikidataFDO

Authors Matthew Price-Williams, Nicholas A. Heard

Publication date 26 February 2020

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11222-019-09875-z

zbMATH Keywords

changepoint estimationcomputer networkHawkes processWold process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions
• On Bayesian new edge prediction and anomaly detection in computer networks
• Analyzing network traffic for malicious activity
• Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
• A non-parametric test for self-similarity and stationarity in network traffic

Cites work

• Adaptive Thresholds
• Estimating and Testing Trend in a Stochastic Process of Poisson Type
• Estimating Millions of Dynamic Timing Patterns in Real Time
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 3378360 (Why is no real title available?)
• Maximum likelihood estimation of Hawkes' self-exciting point processes
• On Prediction in Stationary Time Series
• Optimal detection of changepoints with a linear computational cost
• Randomised P-values and nonparametric procedures in multiple testing
• The Kolmogorov-Smirnov Test for Goodness of Fit
• The time-rescaling theorem and its application to neural spike train data analysis

Cited in

(5)

• A parameter estimation method for multivariate binned Hawkes processes
• Classification of periodic arrivals in event time data for filtering computer network traffic
• On Bayesian new edge prediction and anomaly detection in computer networks
• Parameter Estimation of Binned Hawkes Processes
• Graph-based mutually exciting point processes for modelling event times in docked bike-sharing systems

Describes a project that uses

Uses Software

• PyHawkes

This page was built for publication: Nonparametric self-exciting models for computer network traffic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2302486)