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Applying particle filter and path-stack methods to detecting anomalies in network traffic volume.

机译:应用粒子滤波和路径堆栈方法检测网络流量异常。

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摘要

This thesis models web traffic volume as the sum of baseline and anomalous traffic, where inclusion of anomalous traffic depends on a hidden volume state. The purpose is to draw inference about the hidden volume states in real time.; Two methods are described for drawing inference on the hidden volume states for single-router data. The first, the Path-Stack Method, directly updates priors. The second method uses a particle filter. The Path-Stack Method uses two approximations. The first approximation is in the updating of the anomalous portion of the model. The second approximation is in the calculation of the probability of a sequence of hidden volume states. An extension of the theory used in the first approximation is presented.; Both the Path-Stack Method and the particle filter run in real time; the Path-Stack Method is the less computationally intensive of the two. When modelling traffic volume data from a single router, the particle filter results in a better fit than the Path-Stack Method when using the goodness-of-fit measures defined in this thesis. When comparing each of the methods to a week of expert-identified anomalies, the Path-Stack Method finds more of the anomalies but does so at the expense of many false positives.; A particle filter is also used to draw inference on the hidden volume states in the multiple-router case. Because more routers lead to more parameters, the particle filter needs more particles to approximate the parameter space. Variants of the particle filter designed to approximate the parameter space more efficiently are discussed. An auxiliary filter is implemented and does not produce a better fit than a particle filter using the same amount of computation. Using easily accessible and affordable computers, up to four routers are modelled.
机译:本文将网络流量建模为基线流量和异常流量之和,其中异常流量的包含取决于隐藏的流量状态。目的是实时得出有关隐藏体积状态的推论。描述了两种方法来推断单路由器数据的隐藏卷状态。第一种是路径堆栈方法,直接更新先验。第二种方法使用粒子过滤器。路径堆栈方法使用两个近似值。第一近似是在模型的异常部分的更新中。第二个近似值是计算一系列隐藏体积状态的概率。提出了在第一近似中使用的理论的扩展。路径堆栈方法和粒子过滤器均实时运行。路径堆栈法是两者中计算量较小的方法。当使用单个路由器对流量数据进行建模时,使用本文定义的拟合优度度量时,粒子滤波器比路径栈方法具有更好的拟合度。当将每种方法与一周专家鉴定的异常进行比较时,路径堆栈方法会发现更多的异常,但这样做会付出许多误报的代价。在多路由器情况下,粒子滤波器还用于推断隐藏的体积状态。因为更多的路由器导致更多的参数,所以粒子过滤器需要更多的粒子来近似参数空间。讨论了旨在更有效地近似参数空间的粒子滤波器的变体。与使用相同计算量的粒子滤波器相比,辅助滤波器已实现并且不会产生更好的拟合度。使用易于访问且价格适中的计算机,最多可以建模四个路由器。

著录项

  • 作者

    Dunn, Michelle Christine.;

  • 作者单位

    Carnegie Mellon University.;

  • 授予单位 Carnegie Mellon University.;
  • 学科 Statistics.
  • 学位 Ph.D.
  • 年度 2004
  • 页码 79 p.
  • 总页数 79
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 统计学;
  • 关键词

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