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Data streams are characterised by a potentially unending sequence of high-frequency observations which are subject to unknown temporal variation. Many modern streaming applications demand the capability to sequentially detect changes as soon as possible after they occur, while continuing to monitor the stream as it evolves. We refer to this problem as continuous monitoring. Sequential algorithms such...
Detecting anomalous behaviour in network flow data is challenging for a number of reasons, including both the computational demand associated with a large corporate network and the peculiar temporal characteristics of flow data. Relay-like behaviour refers to the rapid commencement of an out-going flow from a network device following the completion of an in-coming flow. This paper develops a computationally...
Monitoring computer network traffic is a pressing problem in cyber-security. Such traffic can be represented as a data stream, an unending sequence of data points subject to unknown dynamics. This paper is concerned with statistical anomaly detection on such streams, where the detector must operate continuously without supervision. In this so-called continuous monitoring context, we develop a change...
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