标题： 长程依赖时间序列的多分辨率异常检测方法 显示英文标题

标题： MultiResolution Anomaly Detection Method for Long Range Dependent Time Series

摘要： 受网络入侵检测的驱动，我们提出了一种多分辨率异常检测（MRAD）方法，该方法有效地利用了互联网特征和网络异常的多尺度属性。本文探讨了MRAD方法的若干理论性质。一个重要的新结果是，基于两个尺度的MRAD方法的功率大于基于给定两个尺度的检测方法的平均功率的数学表述。还发展了检验阈值。报告了MRAD方法与时间序列中其他经典离群点检测器之间的比较结果。 显示英文摘要

摘要： Driven by network intrusion detection, we propose a MultiResolution Anomaly Detection (MRAD) method, which effectively utilizes the multiscale properties of Internet features and network anomalies. In this paper, several theoretical properties of the MRAD method are explored. A major new result is the mathematical formulation of the notion that a two-scaled MRAD method has larger power than the average power of the detection method based on the given two scales. Test threshold is also developed. Comparisons between MRAD method and other classical outlier detectors in time series are reported as well.