Network Anomaly Detection with MIDAS, MIDAS-R, and MIDAS-F
Background
Anomaly detection has always been a challenging research field. An anomaly indicates a sudden and short-lived pattern change, while a detection algorithm aims to identify anomalies promptly. Detecting anomaly on networks levels up the problem as network monitoring devices usually collect data at high rates, which means a network anomaly detection algorithm should handle high-dimension, noisy, and massive data under power and communication constraints. We should also acknowledge that different anomalies exhibit themselves in network statistics in a different manner. A general anomaly detection model often does not exist. A model that detects surprising edges in a network is probably cannot detect micro cluster anomalies.