CURIO: A Fast Outlier and Outlier Cluster Detection Algorithm for Large Datasets

Outlier (or anomaly) detection is an important problem for many domains, including fraud detection, risk analysis, network intrusion and medical diagnosis, and the discovery of significant outliers is becoming an integral aspect of data mining. This paper presents CURIO, a novel algorithm that uses quantisation and implied distance metrics to provide a fast algorithm that is linear for the number of objects and only requires two sequential scans of disk resident datasets. CURIO includes a novel direct quantisation technique and the explicit discovery of outlier clusters. Moreover, a major attribute of CURIO is its simplicity and economy with respect to algorithm, memory footprint and data structures.