8,691 research outputs found

    Further exploration of the Dendritic Cell Algorithm: antigen multiplier and time windows

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    As an immune-inspired algorithm, the Dendritic Cell Algorithm (DCA), produces promising performance in the field of anomaly detection. This paper presents the application of the DCA to a standard data set, the KDD 99 data set. The results of different implementation versions of the DCA, including antigen multiplier and moving time windows, are reported. The real-valued Negative Selection Algorithm (NSA) using constant-sized detectors and the C4.5 decision tree algorithm are used, to conduct a baseline comparison. The results suggest that the DCA is applicable to KDD 99 data set, and the antigen multiplier and moving time windows have the same effect on the DCA for this particular data set. The real-valued NSA with contant-sized detectors is not applicable to the data set. And the C4.5 decision tree algorithm provides a benchmark of the classification performance for this data set

    Real valued negative selection for anomaly detection in wireless ad hoc networks

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    Wireless ad hoc network is one of the network technologies that have gained lots of attention from computer scientists for the future telecommunication applications. However it has inherits the major vulnerabilities from its ancestor (i.e., the fixed wired networks) but cannot inherit all the conventional intrusion detection capabilities due to its features and characteristics. Wireless ad hoc network has the potential to become the de facto standard for future wireless networking because of its open medium and dynamic features. Non-infrastructure network such as wireless ad hoc networks are expected to become an important part of 4G architecture in the future. In this paper, we study the use of an Artificial Immune System (AIS) as anomaly detector in a wireless ad hoc network. The main goal of our research is to build a system that can learn and detect new and unknown attacks. To achieve our goal, we studied how the real-valued negative selection algorithm can be applied in wireless ad hoc network network and finally we proposed the enhancements to real-valued negative selection algorithm for anomaly detection in wireless ad hoc network

    Optimal Detection of Faulty Traffic Sensors Used in Route Planning

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    In a smart city, real-time traffic sensors may be deployed for various applications, such as route planning. Unfortunately, sensors are prone to failures, which result in erroneous traffic data. Erroneous data can adversely affect applications such as route planning, and can cause increased travel time. To minimize the impact of sensor failures, we must detect them promptly and accurately. However, typical detection algorithms may lead to a large number of false positives (i.e., false alarms) and false negatives (i.e., missed detections), which can result in suboptimal route planning. In this paper, we devise an effective detector for identifying faulty traffic sensors using a prediction model based on Gaussian Processes. Further, we present an approach for computing the optimal parameters of the detector which minimize losses due to false-positive and false-negative errors. We also characterize critical sensors, whose failure can have high impact on the route planning application. Finally, we implement our method and evaluate it numerically using a real-world dataset and the route planning platform OpenTripPlanner.Comment: Proceedings of The 2nd Workshop on Science of Smart City Operations and Platforms Engineering (SCOPE 2017), Pittsburgh, PA USA, April 2017, 6 page

    Realtime market microstructure analysis: online Transaction Cost Analysis

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    Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading performance. It also gives theoretical foundations to a generic framework for real-time trading analysis. Academic literature provides different ways to formalize these algorithms and show how optimal they can be from a mean-variance, a stochastic control, an impulse control or a statistical learning viewpoint. This paper is agnostic about the way the algorithm has been built and provides a theoretical formalism to identify in real-time the market conditions that influenced its efficiency or inefficiency. For a given set of characteristics describing the market context, selected by a practitioner, we first show how a set of additional derived explanatory factors, called anomaly detectors, can be created for each market order. We then will present an online methodology to quantify how this extended set of factors, at any given time, predicts which of the orders are underperforming while calculating the predictive power of this explanatory factor set. Armed with this information, which we call influence analysis, we intend to empower the order monitoring user to take appropriate action on any affected orders by re-calibrating the trading algorithms working the order through new parameters, pausing their execution or taking over more direct trading control. Also we intend that use of this method in the post trade analysis of algorithms can be taken advantage of to automatically adjust their trading action.Comment: 33 pages, 12 figure
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