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Detecting clustering in streams | IEEE Conference Publication | IEEE Xplore

Abstract:

We consider an anomaly detection problem. We are interested in whether or not a stream of data contains an unusual number or distribution of positives. Abstractly, the pr...Show More

Abstract:

We consider an anomaly detection problem. We are interested in whether or not a stream of data contains an unusual number or distribution of positives. Abstractly, the problem can be stated as follows: given a binary string, we wish to determine if the number or distribution of 1's differs significantly from a known spontaneous rate. Furthermore, we consider the presence of an adversary who may try to distribute the 1's into `clusters' to fool our test. We compare tests to detect this type of clustering to a simple test on the number of 1's, and show that clustered data is significantly easier to detect than i.i.d. data. We show that a test on the sum of the reciprocal run lengths in a binary sequence typically performs as well as the classical Wald-Wolfovitz test, and significantly better in some cases. We also show that if the length of the input stream is small, a simple additive correction term improves the detection rate of this test by a modest 1-2%.
Date of Conference: 21-23 March 2012
Date Added to IEEE Xplore: 24 September 2012
ISBN Information:
Conference Location: Princeton, NJ, USA

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