Extra-adaptive robust online subspace tracker for anomaly detection from streaming networks

Abstract

Anomaly detection in time-evolving networks has many applications, for instance, traffic analysis in transportation networks and intrusion detection in computer networks. One group of popular methods for anomaly detection from evolving networks are robust online subspace trackers. However, these methods suffer from problem of insensitivity to drastic changes in the evolving subspace. In order to solve this problem, we propose a new robust online subspace and anomaly tracker, which is more adaptive and robust against sudden drastic changes in the subspace. More accurate estimation of low rank and sparse components by this tracker leads to more accurate anomaly detection. We evaluate the accuracy of our method with real-world dynamic network data sets with varying sparsity levels. The result is promising and our method outperforms the state-of-the-art.