Abstract

Random Matrix Theory (RMT) is an important tool for detecting correlations in multidimensional time series, such as stock market price histories, and origin-destination flows in data networks.We review the basic theory and propose two novel applications: the detection of traffic anomalies in data networks and natural language processing.For traffic anomalies the advantage of this approach is that training sets are not necessary. In the case of natural language processing, our approach is a refinement of the standard Latent Semantic Analysis (LSA).We will demonstrate applications to real traffic from a data network, and present the use in Natural Language Processing. Directions for future work will be discussed.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.