Optimization Methods of EWMA Statistics

Many intrusions which attempt to compromise the security of computer and network systems manifest themselves in changes in the intensity of events. Because of the ability of exponentially weighted moving average (EWMA) statistics to monitor the rate of occurrences of events based on their intensity, this technique is appropriate for implementation in control limits based algorithms. The research has shown that the usual application of this algorithm on computer network traffic, as applied in industrial processes, does not provide acceptable results. The paper also gives a review of possible optimization methods.