Anomaly Detection Using Unsupervised Profiling Method in Time Series Data

The anomaly detection problem has important applications in the field of fraud detection, network robustness analysis and intrusion detection. This paper is concerned with the problem of detecting anomalies in time series data using Peer Group Analysis (PGA), which is an unsupervised technique. The objective of PGA is to characterize the expected pattern of behavior around the target sequence in terms of the behavior of similar objects and then to detect any differences in evolution between the expected pattern and the target. The experimental results demonstrate that the method is able to flag anomalous records effectively.

[1]  Raymond T. Ng,et al.  Algorithms for Mining Distance-Based Outliers in Large Datasets , 1998, VLDB.

[2]  Vic Barnett,et al.  Outliers in Statistical Data , 1980 .

[3]  D. Hand,et al.  Unsupervised Profiling Methods for Fraud Detection , 2002 .

[4]  Kenji Yamanishi,et al.  A unifying framework for detecting outliers and change points from non-stationary time series data , 2002, KDD.

[5]  P. Rousseeuw,et al.  Computing depth contours of bivariate point clouds , 1996 .

[6]  Steven A. Hofmeyr,et al.  Intrusion Detection via System Call Traces , 1997, IEEE Softw..

[7]  Shyhtsun Felix Wu,et al.  Statistical anomaly detection for link-state routing protocols , 1998, Proceedings Sixth International Conference on Network Protocols (Cat. No.98TB100256).

[8]  Padhraic Smyth,et al.  Segmental semi-markov models and applications to sequence analysis , 2002 .

[9]  Dennis Lee,et al.  The NASD Securities Observation, News Analysis & Regulation System (SONAR) , 2003 .

[10]  Carla E. Brodley,et al.  Temporal sequence learning and data reduction for anomaly detection , 1998, CCS '98.

[11]  Heikki Mannila,et al.  Principles of Data Mining , 2001, Undergraduate Topics in Computer Science.

[12]  Stephanie Forrest,et al.  A sense of self for Unix processes , 1996, Proceedings 1996 IEEE Symposium on Security and Privacy.

[13]  Theodore Johnson,et al.  Fast Computation of 2-Dimensional Depth Contours , 1998, KDD.

[14]  Richard A. Johnson,et al.  Applied Multivariate Statistical Analysis , 1983 .