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

No full text

Paper published in a book (Scientific congresses and symposiums)

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

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

DOI
10.1109/ATC50776.2020.9255479

Files (0)Send to Details Statistics Bibliography Similar publications

Files

Full Text

No document available.

Send to

RIS BibTex APA Chicago Permalink X Linkedin

Details

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

Statistics

Number of views

51 (11 by ULiège)

Number of downloads

0 (0 by ULiège)

More statistics

Scopus citations^®

Scopus citations^®
without self-citations

OpenCitations

Bibliography

Q. T. Nguyen, K. P. Tran, P. Castagliola, T. T. Huong, M. K. Nguyen, and S. Lardjane, "Nested one-class support vector machines for network intrusion detection," in 2018 IEEE Seventh International Conference on Communications and Electronics (ICCE). IEEE, 2018, pp. 7-12.
V. Vuong Trinh, K. Phuc Tran, and T. Thu Huong, "Data driven hyperparameter optimization of one-class support vector machines for anomaly detection in wireless sensor networks," in 2017 International Conference on Advanced Technologies for Communications (ATC), Oct 2017, pp. 6-10.
V. Chandola, A. Banerjee, and V. Kumar, "Anomaly detection: A survey," ACM computing surveys (CSUR), vol. 41, no. 3, pp. 1-58, 2009.
W. Shewhart, Economic Control of Quality of Manufactured Product. Van Nostrand, New York, 1931.
K. P. Tran, H. D. Nguyen, P. H. Tran, and C. Heuchenne, "On the performance of cusum control charts for monitoring the coefficient of variation with measurement errors," The International Journal of Advanced Manufacturing Technology, pp. 1-15, 2019.
W. Teoh, M. Khoo, P. Castagliola, W. Yeong, and S. Teh, "Run-sum control charts for monitoring the coefficient of variation," European Journal of Operational Research, vol. 257, no. 1, pp. 144-158, 2017.
T. P. Hanh, "One-sided run rules control charts for coefficient of variation with measurement errors," in Proceedings of ISSAT International Conference on Data Science in Business, Finance and Industry (DSBFI 2019), 2019, pp. 31-35.
T. H. Truong, P. B. Ta, Q. T. Nguyen, H. Du Nguyen, and K. P. Tran, "A data-driven approach for network intrusion detection and monitoring based on kernel null space," in International Conference on Industrial Networks and Intelligent Systems. Springer, 2019, pp. 130-140.
R. Noorossana, S. S. Hosseini, and A. Heydarzade, "An overview of dynamic anomaly detection in social networks via control charts," Quality and Reliability Engineering International, vol. 34, no. 4, pp. 641-648, 2018.
C. Kang, M. Lee, Y. Seong, and D. Hawkins, "A control chart for the coefficient of variation," Journal of Quality Technology, vol. 39, no. 2, pp. 151-158, 2007.
A. Albert and L. Zhang, "A novel definition of the multivariate coefficient of variation," Biometrical Journal, vol. 52, no. 5, pp. 667-675, 2010.
W. Yeong, M. B. C. Khoo, W. L. Teoh, and P. Castagliola, "A control chart for the multivariate coefficient of variation," Quality and Reliability Engineering International, vol. 32, no. 3, pp. 1213-1225, 2016.
A. Lim, M. Khoo, W. Teoh, and A. Haq, "Run sum chart for monitoring multivariate coefficient of variation," Computers & Industrial Engineering, vol. 109, pp. 84-95, 2017.
Q. T. Nguyen, K. P. Tran, P. Castagliola, G. Celano, and S. Lardjane, "One-sided synthetic control charts for monitoring the multivariate coefficient of variation," Journal of Statistical Computation and Simulation, vol. 89, no. 10, pp. 1841-1862, 2019.
M. Klein, "Two Alternatives to the Shewhart -X Control Chart," Journal of Quality Technology, vol. 32, pp. 427-431, 2000.
M. Khoo, "Design of Runs Rules Schemes," Quality Engineering, vol. 16, no. 2, pp. 27-43, 2004.
M. Koutras, S. Bersimis, and P. Maravelakis, "Statistical process control using shewhart control charts with supplementary runs rules," Methodology and Computing in Applied Probability, vol. 9, pp. 207-224, 2007.
D. Antzoulakos and A. Rakitzis, "The Modified r out of m Control Chart," Communications in Statistics - Simulation and Computation, vol. 37, no. 2, pp. 396-408, 2008.
X. Y. Chew, K. W. Khaw, and W. C. Yeong, "The efficiency of run rules schemes for the multivariate coefficient of variation: a markov chain approach," Journal of Applied Statistics, pp. 1-21, 2019.
K. P. Tran, "The efficiency of the 4-out-of-5 runs rules scheme for monitoring the ratio of population means of a bivariate normal distribution," International Journal of Reliability, Quality and Safety Engineering, vol. 23, no. 05, p. 1650020, 2016.
R. A. Reyment, Studies on Nigerian Upper Cretaceous and Lower Tertiary Ostracoda. P. 1, Senonian and Maestrichtian Ostracoda, ser. Stockholm contributions in geology, 1960, no. 7.
M. Nikulin and V. Voinov, "Unbiased estimators and their applications," in International Encyclopedia of Statistical Science. Springer, 2011, pp. 1619-1621.
K. Tran, P. Castagliola, and G. Celano, "Monitoring the Ratio of Two Normal Variables Using Run Rules Type Control Charts," International Journal of Production Research, vol. 54, no. 6, pp. 1670-1688, 2016.
P. Castagliola, A. Achoure, H. Taleb, G. Celano, and S. Psarakis, "Monitoring the coefficient of variation using control charts with run rules," Quality Technology & Quantitative Management, vol. 10, pp. 75-94, 2013.
A. Chen and Y. K. Chen, "Design of EWMA and CUSUM control charts subject to random shift sizes and quality impacts," IIE Transactions, vol. 39, no. 12, pp. 1127-1141, 2007.