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Given a stream of graph edges from a dynamic graph, how can we assign anomaly scores to edges in an online manner, for the purpose of detecting unusual behavior, using constant time and memory? Existing approaches aim to detect individually surprising edges. In this work, we propose MIDAS, which focuses on detecting microcluster anomalies, or suddenly arriving groups of suspiciously similar edges, such as lockstep behavior, including denial of service attacks in network traffic data. MIDAS has the following properties: (a) it detects microcluster anomalies while providing theoretical guarantees about its false positive probability; (b) it is online, thus processing each edge in constant time and constant memory, and also processes the data 162-644 times faster than state-of-the-art approaches; (c) it provides 42%-48% higher accuracy (in terms of AUC) than state-of-the-art approaches.
Graph feature extraction is a fundamental task in graphs analytics. Using feature vectors (graph descriptors) in tandem with data mining algorithms that operate on Euclidean data, one can solve problems such as classification, clustering, and anomaly
Given a stream of graph edges from a dynamic graph, how can we assign anomaly scores to edges in an online manner, for the purpose of detecting unusual behavior, using constant time and memory? Existing approaches aim to detect individually surprisin
Given a stream of entries over time in a multi-aspect data setting where concept drift is present, how can we detect anomalous activities? Most of the existing unsupervised anomaly detection approaches seek to detect anomalous events in an offline fa
The demand for real-time, affordable, and efficient smart healthcare services is increasing exponentially due to the technological revolution and burst of population. To meet the increasing demands on this critical infrastructure, there is a need for
Events in the world may be caused by other, unobserved events. We consider sequences of events in continuous time. Given a probability model of complete sequences, we propose particle smoothing---a form of sequential importance sampling---to impute t