Application of sliding nest window control chart in data stream anomaly detection

Abstract

Since data stream anomaly detection algorithms based on sliding windows are sensitive to the abnormal deviation of individual interference data, this paper presents a sliding nest window chart anomaly detection based on the data stream (SNWCAD-DS) by employing the concept of the sliding window and control chart. By nesting a small sliding window in a large sliding window and analyzing the deviation distance between the small window and the large sliding window, the algorithm increases the out-of-bounds detection ratio and classifies the conceptual drift data stream online. The designed algorithm is simulated on the industrial data stream of drilling engineering. The proposed algorithm SNWCAD is compared with Automatic Outlier Detection for Data Streams (A-ODDS) and Distance-Based Outline Detection for Data Stream (DBOD-DS). The experimental results show that the new algorithm can obtain higher detection accuracy than the compared algorithms. Furthermore, it can shield the influence of individual interference data and satisfy actual engineering needs.