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

DOI10.1214/08-AOAS232zbMATH Open1166.62094arXiv0908.2310OpenAlexW2035959221MaRDI QIDQ2270664FDOQ2270664

François Roueff, Céline Lévy-Leduc

Publication date: 29 July 2009

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

Abstract: We propose a novel and efficient method, that we shall call TopRank in the following paper, for detecting change-points in high-dimensional data. This issue is of growing concern to the network security community since network anomalies such as Denial of Service (DoS) attacks lead to changes in Internet traffic. Our method consists of a data reduction stage based on record filtering, followed by a nonparametric change-point detection test based on $U$-statistics. Using this approach, we can address massive data streams and perform anomaly detection and localization on the fly. We show how it applies to some real Internet traffic provided by France-T'el'ecom (a French Internet service provider) in the framework of the ANR-RNRT OSCAR project. This approach is very attractive since it benefits from a low computational load and is able to detect and localize several types of network anomalies. We also assess the performance of the TopRank algorithm using synthetic data and compare it with alternative approaches based on random aggregation.

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

zbMATH Keywords

high-dimensional datachange-point detectionrank testsnetwork anomaly detection

Mathematics Subject Classification ID

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

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Cited In (25)

• Adaptive Change Point Monitoring for High-Dimensional Data
• Title not available (Why is that?)
• BayesProject: fast computation of a projection direction for multivariate changepoint detection
• Sequential tests controlling generalized familywise error rates
• An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation
• The Bethe Hessian and information theoretic approaches for online change-point detection in network data
• A Total Variation Based Method for Multivariate Time Series Segmentation
• High-dimensional change-point detection under sparse alternatives
• A Bayesian detection of structural changes in autoregressive time series models
• Multi-threshold proportional hazards model and subgroup identification
• Sequential change point detection in high dimensional time series
• Pesticide concentration monitoring: investigating spatio-temporal patterns in left censored data
• Distributed detection/localization of change-points in high-dimensional network traffic data
• On change-point estimation under Sobolev sparsity
• Inference of Breakpoints in High-dimensional Time Series
• Change detection via affine and quadratic detectors
• High dimensional change point inference: recent developments and extensions
• Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
• Sequential change detection in the presence of unknown parameters
• Sequential multi-sensor change-point detection
• Change-Points: From Sequential Detection to Biology and Back
• Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process
• Longitudinal mixed-effects models for latent cognitive function
• Uniform change point tests in high dimension
• \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM

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