Classification of periodic arrivals in event time data for filtering computer network traffic
File(s)
Author(s)
Sanna Passino, Francesco
Heard, Nicholas A
Type
Journal Article
Abstract
Periodic patterns can often be observed in real-world event time data, possibly mixed with non-periodic arrival times. For modelling purposes, it is necessary to correctly distinguish the two types of events. This task has particularly important implications in computer network security; there, separating automated polling traffic and human-generated activity in a computer network is important for building realistic statistical models for normal activity, which in turn can be used for anomaly detection. Since automated events commonly occur at a fixed periodicity, statistical tests using Fourier analysis can efficiently detect whether the arrival times present an automated component. In this article, sequences of arrival times which contain automated events are further examined, to separate polling and non-periodic activity. This is first achieved using a simple mixture model on the unit circle based on the angular positions of each event time on the p-clock, where p represents the main periodicity associated with the automated activity; this model is then extended by combining a second source of information, the time of day of each event. Efficient implementations exploiting conjugate Bayesian models are discussed, and performance is assessed on real network flow data collected at Imperial College London.
Date Issued
2020-09-01
Date Acceptance
2020-04-08
Citation
Statistics and Computing, 2020, 30 (5), pp.1241-1254
ISSN
0960-3174
Publisher
Springer (part of Springer Nature)
Start Page
1241
End Page
1254
Journal / Book Title
Statistics and Computing
Volume
30
Issue
5
Copyright Statement
© The Author(s) 2020. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
Identifier
https://link.springer.com/article/10.1007%2Fs11222-020-09943-9
Subjects
Science & Technology
Technology
Physical Sciences
Computer Science, Theory & Methods
Statistics & Probability
Computer Science
Mathematics
Circular statistics
Network flow data
Mixture modelling
Periodic arrival times
Periodicity detection
Statistical cyber-security
Wrapped normal
CHAIN MONTE-CARLO
0104 Statistics
0802 Computation Theory and Mathematics
Statistics & Probability
Publication Status
Published
Date Publish Online
2020-04-24