HYPA: Efficient Detection of Path Anomalies in Time Series Data on Networks

The unsupervised detection of anomalies in time series data has important applications in user behavioral modeling, fraud detection, and cybersecurity. Anomaly detection has, in fact, been extensively studied in categorical sequences. However, we often have access to time series data that represent paths through networks. Examples include transaction sequences in financial networks, click streams of users in networks of cross-referenced documents, or travel itineraries in transportation networks. To reliably detect anomalies, we must account for the fact that such data contain a large number of independent observations of paths constrained by a graph topology. Moreover, the heterogeneity of real systems rules out frequency-based anomaly detection techniques, which do not account for highly skewed edge and degree statistics. To address this problem, we introduce HYPA, a novel framework for the unsupervised detection of anomalies in large corpora of variable-length temporal paths in a graph. HYPA provides an efficient analytical method to detect paths with anomalous frequencies that result from nodes being traversed in unexpected chronological order.Comment: 11 pages with 8 figures and supplementary material. To appear at SIAM Data Mining (SDM 2020

Contextual Subgraph Discovery With Mobility Models

International audienceStarting from a relational database that gathers information on people mobility – such as origin/destination places, date and time, means of transport – as well as demographic data, we adopt a graph-based representation that results from the aggregation of individual travels. In such a graph, the vertices are places or points of interest (POI) and the edges stand for the trips. Travel information as well as user demographics are labels associated to the edges. We tackle the problem of discovering exceptional contextual subgraphs, i.e., subgraphs related to a context – a restriction on the attribute values – that are unexpected according to a model. Previous work considers a simple model based on the number of trips associated with an edge without taking into account its length or the surrounding demography. In this article, we consider richer models based on statistical physics and demonstrate their ability to capture complex phenomena which were previously ignored