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Detecting anomalies for dynamic graphs has drawn increasing attention due to their wide applications in social networks, e-commerce, and cybersecurity. The recent deep learning-based approaches have shown promising results over shallow methods. However, they fail to address two core challenges of anomaly detection in dynamic graphs: the lack of informative encoding for unattributed nodes and the difficulty of learning discriminate knowledge from coupled spatial-temporal dynamic graphs. To overcome these challenges, in this paper, we present a novel Transformer-based Anomaly Detection framework for DYnamic graph (TADDY). Our framework constructs a comprehensive node encoding strategy to better represent each nodes structural and temporal roles in an evolving graphs stream. Meanwhile, TADDY captures informative representation from dynamic graphs with coupled spatial-temporal patterns via a dynamic graph transformer model. The extensive experimental results demonstrate that our proposed TADDY framework outperforms the state-of-the-art methods by a large margin on four real-world datasets.
Given a stream of graph edges from a dynamic graph, how can we assign anomaly scores to edges and subgraphs in an online manner, for the purpose of detecting unusual behavior, using constant time and memory? For example, in intrusion detection, exist
An important task in network analysis is the detection of anomalous events in a network time series. These events could merely be times of interest in the network timeline or they could be examples of malicious activity or network malfunction. Hypoth
Given sensor readings over time from a power grid, how can we accurately detect when an anomaly occurs? A key part of achieving this goal is to use the network of power grid sensors to quickly detect, in real-time, when any unusual events, whether na
We consider the problem of detecting anomalies in a large dataset. We propose a framework called Partial Identification which captures the intuition that anomalies are easy to distinguish from the overwhelming majority of points by relatively few att
We consider the problem of finding anomalies in high-dimensional data using popular PCA based anomaly scores. The naive algorithms for computing these scores explicitly compute the PCA of the covariance matrix which uses space quadratic in the dimens