Performance analysis of statistical anomaly detection algorithms

2021 ◽  
Author(s):  
Ni An
Keyword(s):  
Performance Analysis ◽  
Anomaly Detection ◽  
Detection Algorithms ◽  
Statistical Anomaly Detection

An improvement of the state-of-the-art covariance-based methods for statistical anomaly detection algorithms

2015 ◽  
Vol 10 (4) ◽  
pp. 687-694 ◽  
Author(s):  
Stefano Fortunati ◽  
Fulvio Gini ◽  
Maria S. Greco ◽  
Alfonso Farina ◽  
Antonio Graziano ◽  
...  
Keyword(s):  
Anomaly Detection ◽  
State Of The Art ◽  
The State ◽  
Detection Algorithms ◽  
Statistical Anomaly Detection

scholarly journals A flexible framework for anomaly Detection via dimensionality reduction

2021 ◽  
Author(s):  
Alireza Vafaei Sadr ◽  
Bruce A. Bassett ◽  
M. Kunz
Keyword(s):  
Anomaly Detection ◽  
Dimensionality Reduction ◽  
Dimensional Space ◽  
High Dimensions ◽  
Detection Algorithms ◽  
Latent Space ◽  
Wide Range ◽  
Flexible Framework ◽  
Online Anomaly Detection ◽  
Python Package

AbstractAnomaly detection is challenging, especially for large datasets in high dimensions. Here, we explore a general anomaly detection framework based on dimensionality reduction and unsupervised clustering. DRAMA is released as a general python package that implements the general framework with a wide range of built-in options. This approach identifies the primary prototypes in the data with anomalies detected by their large distances from the prototypes, either in the latent space or in the original, high-dimensional space. DRAMA is tested on a wide variety of simulated and real datasets, in up to 3000 dimensions, and is found to be robust and highly competitive with commonly used anomaly detection algorithms, especially in high dimensions. The flexibility of the DRAMA framework allows for significant optimization once some examples of anomalies are available, making it ideal for online anomaly detection, active learning, and highly unbalanced datasets. Besides, DRAMA naturally provides clustering of outliers for subsequent analysis.

scholarly journals Unsupervised Anomaly Detection with Distillated Teacher-Student Network Ensemble

Entropy ◽  
2021 ◽  
Vol 23 (2) ◽  
pp. 201
Author(s):  
Qinfeng Xiao ◽  
Jing Wang ◽  
Youfang Lin ◽  
Wenbo Gongsa ◽  
Ganghui Hu ◽  
...  
Keyword(s):  
Anomaly Detection ◽  
Multivariate Data ◽  
Failure Detection ◽  
Superior Performance ◽  
Detection Algorithms ◽  
Teacher Student ◽  
Model Complex ◽  
Unsupervised Anomaly Detection ◽  
Real World Datasets ◽  
Complex Features

We address the problem of unsupervised anomaly detection for multivariate data. Traditional machine learning based anomaly detection algorithms rely on specific assumptions of normal patterns and fail to model complex feature interactions and relations. Recently, existing deep learning based methods are promising for extracting representations from complex features. These methods train an auxiliary task, e.g., reconstruction and prediction, on normal samples. They further assume that anomalies fail to perform well on the auxiliary task since they are never trained during the model optimization. However, the assumption does not always hold in practice. Deep models may also perform the auxiliary task well on anomalous samples, leading to the failure detection of anomalies. To effectively detect anomalies for multivariate data, this paper introduces a teacher-student distillation based framework Distillated Teacher-Student Network Ensemble (DTSNE). The paradigm of the teacher-student distillation is able to deal with high-dimensional complex features. In addition, an ensemble of student networks provides a better capability to avoid generalizing the auxiliary task performance on anomalous samples. To validate the effectiveness of our model, we conduct extensive experiments on real-world datasets. Experimental results show superior performance of DTSNE over competing methods. Analysis and discussion towards the behavior of our model are also provided in the experiment section.

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