Sequential Non-Bayesian Network Traffic Flows Anomaly Detection and Isolation

Sequential detection (and isolation) of unusual and significant changes in network Origin-Destination (OD) traffic volumes from simple link load measurements is considered in the paper. The ambient traffic, i.e. the OD traffic matrix corresponding to the non-anomalous network state, is unknown and it is considered here as a nuisance parameter because it can mask the anomalies. Since the OD traffic matrix is not recoverable from the simple link load measurements, the anomaly detection is an ill-posed decision-making problem. The method discussed in this paper consists of finding a linear parsimonious model of ambient traffic (nuisance parameter) and detecting/isolating anomalies by using an invariant decision algorithm. An optimal sequential algorithm has been discussed in our previous publication, the main goal of the present paper is to discuss a simple “snapshot” algorithm based on the last vector of observations.