We consider the issue of online anomaly detection from a time sequence of directional data (normalized vectors) in high dimensional systems. In spite of the practical importance, little is known about anomaly detection methods for directional data. Using a novel concept of the effective dimension of the system, we successfully formulated an anomaly detection method which is free from the "curse of dimensionality." In our method, we derive a probability distribution function (pdf) for an anomaly metric, and use a novel update algorithm for the parameters in the pdf, where the effective dimension is included as a fitting parameter. For directional data from a computer system, we demonstrate the utility of our algorithm in anomaly detection. © Springer-Verlag Berlin Heidelberg 2007.
CITATION STYLE
Idé, T., & Kashima, H. (2007). Effective dimension in anomaly detection: Its application to computer systems. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 3609 LNAI, pp. 189–204). Springer Verlag. https://doi.org/10.1007/978-3-540-71009-7_17
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