Distance-based Outlier Detection in Data Streams

Continuous outlier detection in data streams has important applications in fraud detection, network security, and public health. The arrival and departure of data objects in a streaming manner impose new challenges for outlier detection algorithms, especially in time and space efficiency. In the past decade, several studies have been performed to address the problem of distance-based outlier detection in data streams (DODDS), which adopts an unsupervised definition and does not have any distributional assumptions on data values. Our work is motivated by the lack of comparative evaluation among the state-of-the-art algorithms using the same datasets on the same platform. We systematically evaluate the most recent algorithms for DODDS under various stream settings and outlier rates. Our extensive results show that in most settings, the MCOD algorithm offers the superior performance among all the algorithms, including the most recent algorithm Thresh_LEAP.