NDLI: Anomaly detection over independent processes: Switching with memory

Content Provider	IEEE Xplore Digital Library
Author	Cohen, Kobi Zhao, Qing
Copyright Year	2014
Description	Author affiliation: Department of Electrical and Computer Engineering, University of California, Davis, CA 95616 (Cohen, Kobi; Zhao, Qing)
Abstract	The problem of sequential detection of anomalous processes among K independent processes is considered. At each time, only a subset of the processes can be observed, and the observations from each chosen process follow two different distributions, depending on whether the process is normal or abnormal. Each anomalous process incurs a cost per unit time until its anomaly is identified and fixed. Different anomalous processes may incur different costs depending on their criticality to the system. Switching between processes and state declarations are allowed at all times, while decisions are based on all past observations and actions. The objective is a sequential search strategy that minimizes the total expected cost, incurred by all the processes during the detection process, under reliability constraints. We develop a simple closed-loop policy (i.e., decisions depend on past observations and actions) for the anomaly detection problem. Asymptotic optimality of the proposed policy is shown when a single process is observed at a time and strong performance are demonstrated by simulation examples under multi-processes probing.
Starting Page	33
Ending Page	37
File Size	497302
Page Count	5
File Format	PDF
ISBN	9781479980093
DOI	10.1109/ALLERTON.2014.7028432
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-09-30
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Sequential Probability Ratio Test (SPRT) Conferences Switches Search problems Sensors Indexes Reliability Anomaly detection sequential hypothesis testing Testing
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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