Engineering Commons^™

Low Latency Anomaly Detection With Imperfect Models, Samrat Nath

Graduate Theses and Dissertations

The problem of anomaly detection deals with detecting abrupt changes/anomalies in the distribution of sequentially observed data in a stochastic system. This problem applies to many applications, such as signal processing, intrusion detection, quality control, medical diagnosis, etc. A low latency anomaly detection algorithm, which is based on the framework of quickest change detection (QCD), aims at minimizing the detection delay of anomalies in the sequentially observed data while ensuring satisfactory detection accuracy. Moreover, in many practical applications, complete knowledge of the post-change distribution model might not be available due to the unexpected nature of the change. Hence, the objective …