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

Adapted K-Nearest Neighbors for Detecting Anomalies on Spatio–Temporal Traffic Flow

Outlier detection is an extensive research area, which has been intensively studied in several domains such as biological sciences, medical diagnosis, surveillance, and traffic anomaly detection. This paper explores advances in the outlier detection area by finding anomalies in spatio-temporal urban traffic flow. It proposes a new approach by considering the distribution of the flows in a given time interval. The flow distribution probability (FDP) databases are first constructed from the traffic flows by considering both spatial and temporal information. The outlier detection mechanism is then applied to the coming flow distribution probabilities, the inliers are stored to enrich the FDP databases, while the outliers are excluded from the FDP databases. Moreover, a k-nearest neighbor for distance-based outlier detection is investigated and adopted for FDP outlier detection. To validate the proposed framework, real data from Odense traffic flow case are evaluated at ten locations. The results reveal that the proposed framework is able to detect the real distribution of flow outliers. Another experiment has been carried out on Beijing data, the results show that our approach outperforms the baseline algorithms for high-urban traffic flow