Sequential algorithms for moving anomaly detection in networks

DOI10.1080/07474946.2020.1726678zbMath1442.62184OpenAlexW3024133375MaRDI QIDQ5113791

Georgios Rovatsos, Shaofeng Zou, Venugopal V. Veeravalli

Publication date: 17 June 2020

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2020.1726678

zbMATH Keywords

hidden Markov modelsensor networksgeneralized likelihood ratioquickest change detectiondynamic anomaly

Mathematics Subject Classification ID

Applications of graph theory (05C90) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

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