LGNov 11, 2016
Low Latency Anomaly Detection and Bayesian Network Prediction of Anomaly LikelihoodDerek Farren, Thai Pham, Marco Alban-Hidalgo
We develop a supervised machine learning model that detects anomalies in systems in real time. Our model processes unbounded streams of data into time series which then form the basis of a low-latency anomaly detection model. Moreover, we extend our preliminary goal of just anomaly detection to simultaneous anomaly prediction. We approach this very challenging problem by developing a Bayesian Network framework that captures the information about the parameters of the lagged regressors calibrated in the first part of our approach and use this structure to learn local conditional probability distributions.