New Methods for Anomaly Detection: Run Rules Multivariate Coefficient of Variation Control Charts

Tran, Phuong Hanh; Rakitzis, A. C.; Nguyen, H. D.; Nguyen, Quoc Thong; Tran, Hien; Tran, Kim Phuc; Heuchenne, Cédric

doi:10.1109/ATC50776.2020.9255479

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New Methods for Anomaly Detection: Run Rules Multivariate Coefficient of Variation Control Charts

Tran, Phuong Hanh; Rakitzis, A. C.; Nguyen, H. D. et al.

2020 • In 2020 International Conference on Advanced Technologies for Communications (ATC)

Peer reviewed

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https://hdl.handle.net/2268/253035

DOI
10.1109/ATC50776.2020.9255479

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Keywords :

Anomaly Detection;Run Rules;Markov Chain; Multivariate Coefficient of Variation; Control Chart

Abstract :

[en] Among the anomaly detection methods, control charts have been considered important techniques. In practice, however, even under the normal behaviour of the data, the standard deviation of the sequence is not stable. In such cases, the coefficient of variation (CV) is a more appropriate measure for assessing system stability. In this paper, we consider the statistical design of Run Rules-based control charts for monitoring the CV of multivariate data. A Markov chain approach is used to evaluate the statistical performance of the proposed charts. The computational results show that the Run Rules-based charts outperform the standard Shewhart control chart significantly. Moreover, by choosing an appropriate scheme, the Run Rules-based charts perform better than the Run Sum control chart for monitoring the multivariate CV.

Disciplines :

Electrical & electronics engineering

Author, co-author :

Tran, Phuong Hanh ; Université de Liège - ULiège > HEC Recherche

Rakitzis, A. C.

Nguyen, H. D.

Nguyen, Quoc Thong ; Université de Liège - ULiège > HEC Liège : UER > UER Opérations: Statistique appl. à la gest. et à l'économie

Tran, Hien

Tran, Kim Phuc

Heuchenne, Cédric ; Université de Liège - ULiège > HEC Liège : UER > UER Opérations: Statistique appl. à la gest. et à l'économie

Language :

English

Title :

New Methods for Anomaly Detection: Run Rules Multivariate Coefficient of Variation Control Charts

Publication date :

2020

Event name :

International Conference on Advanced Technologies for Communications (ATC)

Event place :

Vietnam

Event date :

from 8-10-2020 to 10-10-2020

Audience :

International

Main work title :

2020 International Conference on Advanced Technologies for Communications (ATC)

Publisher :

IEEE

ISBN/EAN :

978-1-7281-8065-6

Pages :

40-44

Peer reviewed :

Peer reviewed

Available on ORBi :

since 24 November 2020

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Bibliography

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