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In-Network PCA and Anomaly Detection

TLDR
A PCA-based anomaly detector in which adaptive local data filters send to a coordinator just enough data to enable accurate global detection is developed, based on a stochastic matrix perturbation analysis that characterizes the tradeoff between the accuracy of anomaly detection and the amount of data communicated over the network.
Abstract
We consider the problem of network anomaly detection in large distributed systems. In this setting, Principal Component Analysis (PCA) has been proposed as a method for discovering anomalies by continuously tracking the projection of the data onto a residual subspace. This method was shown to work well empirically in highly aggregated networks, that is, those with a limited number of large nodes and at coarse time scales. This approach, however, has scalability limitations. To overcome these limitations, we develop a PCA-based anomaly detector in which adaptive local data filters send to a coordinator just enough data to enable accurate global detection. Our method is based on a stochastic matrix perturbation analysis that characterizes the tradeoff between the accuracy of anomaly detection and the amount of data communicated over the network.

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References
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Book

Matrix perturbation theory

TL;DR: In this article, the Perturbation of Eigenvalues and Generalized Eigenvalue Problems are studied. But they focus on linear systems and Least Squares problems and do not consider invariant subspaces.
Proceedings ArticleDOI

Diagnosing network-wide traffic anomalies

TL;DR: A general method based on a separation of the high-dimensional space occupied by a set of network traffic measurements into disjoint subspaces corresponding to normal and anomalous network conditions to diagnose anomalies is proposed.
Journal ArticleDOI

Control Procedures for Residuals Associated With Principal Component Analysis

TL;DR: In this article, the treatment of residuals associated with principal component analysis (PCA) is discussed, i.e., the difference between the original observations and the predictions of them using less than a full set of principal components.
Book ChapterDOI

Matrix Perturbation Theory

TL;DR: X is the vector space which acts in the n-dimensional (complex) vector space R.1.1 and is related to Varepsilon by the following inequality.
Proceedings ArticleDOI

Structural analysis of network traffic flows

TL;DR: This work presents the first analysis of complete sets of OD flow time-series, taken from two different backbone networks (Abilene and Sprint-Europe) and finds that the set of OD flows has small intrinsic dimension, and shows how to use PCA to systematically decompose the structure ofOD flow timeseries into three main constituents.
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