A discussion on 'Detection of intrusions in information systems by sequential change-points methods' by Tartakovsky, Rozovskii, Blazek, and Kim

摘要

The authors have contributed a significant paper on the applications and the methods of change-point detection. They show us in a conclusive way that multichannel sequential detection procedures provide highly efficient tools for detecting network intrusions. Such a multichannel sensor system sequentially records a vector of N observations whose distribution follows a certain law up to some unknown instant; after this instant the distribution changes for one of the components of the vector. It is the aim to detect this change as soon as possible while controlling the rate of false alarms.