Probability and Statistics Seminar   RSS

17/09/2014, 12:00 — 13:00 — Room P3.10, Mathematics Building
Cláudia Pascoal, CEMAT-IST

Contributions to Variable Selection and Robust Anomaly Detection in Telecommunications

Over the years, we have witnessed an incredible high level of technological development where Internet plays the leading role. The Internet not only brought benefits but also originates new threats expressed by anomalies/outliers. Consequently, new and improved outlier detection methodologies need to be developed. Expectedly, we propose an anomaly detection method that combines a robust variable selection method and a robust outlier detection procedure based on Principal Component Analysis.

Our method was evaluated using a data set obtained from a network scenario capable of producing a perfect ground-truth under real (but controlled) traffic conditions. The robust variable selection step was essential to eliminate redundant and irrelevant variables that were deteriorating the performance of the anomaly detector. The variable selection methods we considered use a filter strategy based on Mutual Information and Entropy for which we have developed robust estimators. The filter methods incorporate a redundancy component which tries to capture overlaps among variables.

The performance of eight variable selection methods was studied under a theoretical framework that allows reliable comparisons among them, determining the true/theoretical variable ordering under specific evaluation scenarios, and unveiled problems in the construction of the associated objective functions. Our proposal, maxMIFS, which is associated with a simple objective function, revealed to be unaffected by these problems and achieved outstanding results. For these reasons, it was chosen to be applied in the preprocessing step. With this approach, the results improved substantially and the main objective of this work was fulfilled: improving the detection of anomalies in Internet traffic flows.