Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices.
Marcell T. KurbuczPéter PósfayAntal JakovácPublished in: CoRR (2022)
Keyphrases
- anomaly detection
- markov chain
- intrusion detection
- steady state
- finite state
- transition probabilities
- state space
- random walk
- stationary distribution
- anomalous behavior
- detecting anomalies
- markov model
- network intrusion detection
- probabilistic automata
- network traffic
- markov processes
- negative selection algorithm
- one class support vector machines
- unsupervised learning
- transition matrix
- long run
- intrusion detection system
- detecting anomalous
- markov models
- cumulative sum
- detect anomalies
- data mining
- reinforcement learning
- machine learning
- information extraction