Quickest Detection of Growing Dynamic Anomalies in Networks

10/21/2019
by   Georgios Rovatsos, et al.
0

The problem of quickest growing dynamic anomaly detection in sensor networks is studied. Initially, the observations at the sensors, which are sampled sequentially by the decision maker, are generated according to a pre-change distribution. As some unknown but deterministic time instant, a dynamic anomaly emerges in the network, affecting a different set of sensors as time progresses. The observations of the affected sensors are generated from a post-change distribution. It is assumed that the number of affected sensors increases with time, and that only the initial and the final size of the anomaly are known by the decision maker. The goal is to detect the emergence of the anomaly as quickly as possible while guaranteeing a sufficiently low frequency of false alarm events. This detection problem is posed as a stochastic optimization problem by using a delay metric that is based on the worst possible path of the anomaly. A detection rule is proposed that is asymptotically optimal as the mean time to false alarm goes to infinity. Finally, numerical results are provided to validate our theoretical analysis.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
07/28/2020

Quickest Detection of Moving Anomalies in Sensor Networks

The problem of sequentially detecting a moving anomaly which affects dif...
research
07/16/2018

Quickest Detection of Dynamic Events in Networks

The problem of quickest detection of dynamic events in networks is studi...
research
08/25/2021

Non-Parametric Quickest Mean Change Detection

The problem of quickest detection of a change in the mean of a sequence ...
research
03/04/2023

Modeling and Quickest Detection of a Rapidly Approaching Object

The problem of detecting the presence of a signal that can lead to a dis...
research
02/21/2022

Composite Anomaly Detection via Hierarchical Dynamic Search

Anomaly detection among a large number of processes arises in many appli...
research
11/06/2017

Quickest Change Detection under Transient Dynamics: Theory and Asymptotic Analysis

The problem of quickest change detection (QCD) under transient dynamics ...

Please sign up or login with your details

Forgot password? Click here to reset