Cusum techniques for timeslot sequences with applications to network surveillance

DOI10.1016/J.CSDA.2009.05.029MaRDI QIDQ961935zbMATH OpenOpenAlexFDO

Authors Daniel R. Jeske, Veronica Montes de Oca, Wolfgang Bischoff, Mazda A. Marvasti

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.05.029

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic network models in operations research (90B15)

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Cites work

• scientific article; zbMATH DE number 3426516 (Why is no real title available?)
• scientific article; zbMATH DE number 795279 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• An approach to the probability distribution of cusum run length
• Analysing the Interevent Time Distribution to Identify Seismicity Phases: A Bayesian Nonparametric Approach to the Multiple-Changepoint Problem
• CONTINUOUS INSPECTION SCHEMES
• Change-Point Analysis of Neuron Spike Train Data
• Detection of abrupt changes: theory and application
• ON CHANGE POINT DETECTION AND ESTIMATION
• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• Sampling inspection of continuous processes with no autocorrelation between successive results
• Testing and Locating Variance Changepoints with Application to Stock Prices
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables

Cited in

(13)

• Statistical detection of enterprise network problems
• A method of cumulative sums in the problem of detection of traffic changes in computer networks
• Detecting changes in time series of network graphs using minimum mean squared error and cumulative summation
• Solvability of the difference equations for the dynamics of cumulative sums
• Router anomaly traffic detection based on modified-CUSUM algorithms
• Improved distributed particle filters for tracking in a wireless sensor network
• Adaptive Thresholds
• Sequential algorithms for moving anomaly detection in networks
• CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences
• Online non-parametric changepoint detection with application to monitoring operational performance of network devices
• Online activity detection in a multiuser environment using the matrix CUSUM algorithm
• Nonparametric multivariate statistical process control charts: a hypothesis testing-based approach
• SPC methods for nonstationary correlated count data with application to network surveillance

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