Time Series Anomaly Detection from a Markov Chain Perspective.
Iman Vasheghani FarahaniAlex ChienRussell E. KingMichael G. KayBrad KlenzPublished in: ICMLA (2019)
Keyphrases
- knowledge discovery
- markov chain
- anomaly detection
- detect anomalies
- steady state
- intrusion detection
- transition probabilities
- detecting anomalies
- anomalous behavior
- monte carlo
- monte carlo method
- state space
- stationary distribution
- random walk
- network intrusion detection
- network traffic
- transition matrix
- markov model
- monte carlo simulation
- unsupervised learning
- intrusion detection system
- one class support vector machines
- negative selection algorithm
- pairwise
- network anomaly detection
- computer vision
- directed graph
- principal component analysis
- dynamic programming