2006
DOI: 10.1002/qre.781
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Wavelet Methods for the Detection of Anomalies and their Application to Network Traffic Analysis

Abstract: Here we develop an integrated tool for the online detection of network anomalies. We consider statistical change point detection algorithms, for both local changes in the variance and for the detection of jumps, and propose modified versions of these algorithms based on moving window techniques. We investigate performances on simulated data and on network traffic data with several superimposed attacks. All detection methods are based on wavelet packet transforms.

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Cited by 26 publications
(14 citation statements)
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“…CPA has been used to explore changes in mean, variance and regression coefficient in data from a range of disciplines such as bioinformatics (Lio & Vannucci 2000), network and traffic analyses (Kwon et al . 2006), climatology (Reeves et al . 2007), econometrics (Perron & Yabu 2009) and engineering (Killick et al .…”
Section: Resultsmentioning
confidence: 99%
See 1 more Smart Citation
“…CPA has been used to explore changes in mean, variance and regression coefficient in data from a range of disciplines such as bioinformatics (Lio & Vannucci 2000), network and traffic analyses (Kwon et al . 2006), climatology (Reeves et al . 2007), econometrics (Perron & Yabu 2009) and engineering (Killick et al .…”
Section: Resultsmentioning
confidence: 99%
“…CPA has been used to explore changes in mean, variance and regression coefficient in data from a range of disciplines such as bioinformatics (Lio & Vannucci 2000), network and traffic analyses (Kwon et al 2006), climatology (Reeves et al 2007), econometrics (Perron & Yabu 2009) and engineering (Killick et al 2010). CPA has been used to explore changes in mean, variance and regression coefficient in data from a range of disciplines such as bioinformatics (Lio & Vannucci 2000), network and traffic analyses (Kwon et al 2006), climatology (Reeves et al 2007), econometrics (Perron & Yabu 2009) and engineering (Killick et al 2010).…”
Section: Identifying Change Points and Clustersmentioning
confidence: 99%
“…Increasingly the ability to detect change points quickly and accurately is of interest to a wide range of disciplines. Recent examples of application areas include numerous bioinformatic applications [37,15] the detection of malware within software [51], network traffic analysis [35], finance [46], climatology [32] and oceanography [34].…”
Section: Introductionmentioning
confidence: 99%
“…They applied their estimators once a control chart signals indicating the presence of an assignable cause of variability. Kwon et al 18 developed an integrated tool for the online detection of network anomalies considering statistical change-point detection algorithms for both local changes in the variance and for the detection of jumps. They also proposed modified versions of these algorithms based on moving window techniques.…”
Section: Introductionmentioning
confidence: 99%