International Conference on Machine Learning and Applications · 2002 · 46 citations · 2 references
ComputingComputer ScienceSystems EngineeringMachine LearningReal-time SystemsTime Series AnalysisAnomaly DetectionAnomaly Detection In Time SeriesChange-point DetectionFault DetectionStatistical Process ControlSystem MonitoringFault Detection Using Machine LearningMachine Learning-based MonitoringOnline Anomaly DetectionOnline Fault DetectionProcess Anomaly DetectionSequential Change-point DetectionSequential Probability Ratio TestingSignals
This paper presents a real-time machine learning technique that has been adapted from the field of statistical process control (SPC) to give early annunciation of incipient anomalies in signals and processes involving enterprise computing systems and associated networks. A binary-hypothesis technique called the sequential probability ratio test (SPRT) provides optimal detection of change points for online surveillance of digitized signals and demonstrates the dual advantages of high sensitivity with good avoidance of false alarms. SPRT-based systems are being developed for a variety of applications to enhance the reliability, availability, and serviceability of enterprise computing systems.
2