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Wave Cusum: Marco Antonio Aguilar Cortés

Wavelet Cusum is a technique that uses wavelet transforms and cumulative sums (Cusum) to detect anomalies in data streams. It works by decomposing the data stream using wavelet transforms to make changes easier to analyze. It then applies Cusum to the wavelet coefficients to detect when the cumulative sum exceeds a threshold, indicating an anomaly. The researchers tested this technique on traffic data from the Abilene/Internet2 network and found it was able to accurately detect anomalies while reconstructing the original signals.

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Marco Aguilar
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25 views

Wave Cusum: Marco Antonio Aguilar Cortés

Wavelet Cusum is a technique that uses wavelet transforms and cumulative sums (Cusum) to detect anomalies in data streams. It works by decomposing the data stream using wavelet transforms to make changes easier to analyze. It then applies Cusum to the wavelet coefficients to detect when the cumulative sum exceeds a threshold, indicating an anomaly. The researchers tested this technique on traffic data from the Abilene/Internet2 network and found it was able to accurately detect anomalies while reconstructing the original signals.

Uploaded by

Marco Aguilar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Wave Cusum

Marco Antonio Aguilar Cortés


Wave Cusum
Data stream

 Turnstile model
 Let be the input Stream
 Every item in the input stream is a tuple
 Where 𝑖𝑡 is the key (ip address) and 𝑐𝑡 is the weight (number of received bytes)
for such key.
 Turnstile model allows the monitoring of arrivals and departures, it means 𝑐𝑡 can
be either positive or negative.
Hash functions

 Where 𝑎𝑖 is choosen randomly in the set (0,1..,p-1)


 p is an arbitrary prime number (Mersenne number)
 w is set to 512.
Probabilistic data structures
Wavelet Transform

2 Basic
2 Kind of
What does it concepts in Why not
What is? wavelet
works for? wavelet Fourier?
transforms
transform
Wavelet

 Wavelet is a rapidly decaying wave like oscilation that has 0 mean


What does it works for?

 Wavelet transform help us decompose the signal to make them easier to


analyze the changes in it.
2 basic concepts in wavelet transform

Scaling Shifting
Scaling a wavelet

 Scaling is stretching or shrinking the signal in time


 s is a positive scale factor.
Scaling a wavelet
Scaling a wavelet
Shifting

 Shifting means delaying or advancing the wavelet along the signal.


Selected wavelet function

 In this study, reseachers have selected Daubechies-4 wavelet


Discrete wavelet transform
Why not Fourier?

 Fourier
transform works
on the
frequency
domain and
Wavelet
transforms
works on time
domain
Cusum

 What is cusum? Cumulative Sum


 Where 𝜇𝑛 𝑎𝑛𝑑 𝜎𝑛 are the mean value and standard deviation until step n
 𝜇𝑛 𝑎𝑛𝑑 𝜎𝑛 are calculated by using the EWMA (Exponentially Weighted
Moving Average).
 c is a tunable parameter, researchers used 0,5.
 Anomalies are detected when the increment reaches threshold
Test data

 Publicly available Abilene/Internet2 dataset


 2016 files containing each containing a 5 min bin time traffic.
Comparison between signals

Original signal Reconstructed signal


Cusum comparison
Results comparison
Results comparison
Results comparison

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