A Fast kNN-Based Approach for Time Sensitive Anomaly Detection over Data Streams

Abstract

Anomaly detection is an important data mining method aiming to discover outliers that show significant diversion from their expected behavior. A widely used criteria for determining outliers is based on the number of their neighboring elements, which are referred to as Nearest Neighbors (NN). Existing kNN-based Anomaly Detection (kNN-AD) algorithms cannot detect streaming outliers, which present time sensitive abnormal behavior characteristics in different time intervals. In this paper, we propose a fast kNN-based approach for Time Sensitive Anomaly Detection (kNN-TSAD), which can find outliers that present different behavior characteristics, including normal and abnormal characteristics, within different time intervals. The core idea of our proposal is that we combine the model of sliding window with Locality Sensitive Hashing (LSH) to monitor streaming elements distribution as well as the number of their Nearest Neighbors as time progresses. We use an ϵ-approximation scheme to implement the model of sliding window to compute Nearest Neighbors on the fly. We conduct widely experiments to examine our approach for time sensitive anomaly detection using three real-world data sets. The results show that our approach can achieve significant improvement on recall and precision for anomaly detection within different time intervals. Especially, our approach achieves two orders of magnitude improvement on time consumption for streaming anomaly detection, when compared with traditional kNN-based anomaly detection algorithms, such as exact-Storm, approx-Storm, MCOD etc, while it only uses 10% of memory consumption.