Quickest Multidecision Abrupt Change Detection with Some Applications to Network Monitoring

DOI10.1007/978-3-319-30843-2_10MaRDI QIDQ4568348OpenAlexFDO

Authors Igor Nikiforov

Publication date 21 June 2018

Published in Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-30843-2_10

zbMATH Keywords

anomaly detectionnetwork monitoringsequential change detection/isolationmultidecision problems

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential estimation (62L12) Compound decision problems in statistical decision theory (62C25) Communication networks in operations research (90B18)

Cites work

• scientific article; zbMATH DE number 6303356 (Why is no real title available?)
• A generalized change detection problem
• A lower bound for the detection/isolation delay in a class of sequential tests
• A simple recursive algorithm for diagnosis of abrupt changes in random signals
• Asymptotically Uniformly Minimax Detection and Isolation in Network Monitoring
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
• Online activity detection in a multiuser environment using the matrix CUSUM algorithm
• Optimal statistical fault detection with nuisance parameters
• Optimal volume anomaly detection and isolation in large-scale IP networks using coarse-grained measurements
• Procedures for Reacting to a Change in Distribution

Cited in

(1)

• CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences

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