Browsing by Subject "NP"

Now showing 1 - 2 of 2

Open Access
Efficient NP tests for anomaly detection over birth-death type DTMCs
(Springer New York LLC, 2018) Özkan, H.; Özkan, F.; Delibalta, I.; Kozat, Süleyman S.
We propose computationally highly efficient Neyman-Pearson (NP) tests for anomaly detection over birth-death type discrete time Markov chains. Instead of relying on extensive Monte Carlo simulations (as in the case of the baseline NP), we directly approximate the log-likelihood density to match the desired false alarm rate; and therefore obtain our efficient implementations. The proposed algorithms are appropriate for processing large scale data in online applications with real time false alarm rate controllability. Since we do not require parameter tuning, our algorithms are also adaptive to non-stationarity in the data source. In our experiments, the proposed tests demonstrate superior detection power compared to the baseline NP while nearly achieving the desired rates with negligible computational resources.
Open Access
Online anomaly detection under Markov statistics with controllable type-I error
(Institute of Electrical and Electronics Engineers Inc., 2016) Ozkan, H.; Ozkan, F.; Kozat, S. S.
We study anomaly detection for fast streaming temporal data with real time Type-I error, i.e., false alarm rate, controllability; and propose a computationally highly efficient online algorithm, which closely achieves a specified false alarm rate while maximizing the detection power. Regardless of whether the source is stationary or nonstationary, the proposed algorithm sequentially receives a time series and learns the nominal attributes - in the online setting - under possibly varying Markov statistics. Then, an anomaly is declared at a time instance, if the observations are statistically sufficiently deviant. Moreover, the proposed algorithm is remarkably versatile since it does not require parameter tuning to match the desired rates even in the case of strong nonstationarity. The presented study is the first to provide the online implementation of Neyman-Pearson (NP) characterization for the problem such that the NP optimality, i.e., maximum detection power at a specified false alarm rate, is nearly achieved in a truly online manner. In this regard, the proposed algorithm is highly novel and appropriate especially for the applications requiring sequential data processing at large scales/high rates due to its parameter-tuning free computational efficient design with the practical NP constraints under stationary or non-stationary source statistics. © 2015 IEEE.