Combining multiresolution and random projections for robust statistical analysis and anomaly detection

Patrice Abry, Pierre Borgnat, Kensuke Fukuda, Kenjiro Cho · 2009

Goals. Internet traffic statistical monitoring received a considerable amount of efforts, resulting in a plethora of publications and tools that can however hardly be objectively compared, as prerequisites, goals, costs and performances are often non systematically or barely reported. In this context, the present note aims at providing the readers with an overview of the reasons for and the benefits stemming from the combined used of multiresolution analysis and random projections (sketches) in Internet traffic statistical monitoring as well as at reviewing key issues involved in elaborating any scientific benchmarking framework. Let us first consider the analysis of IP Pkt or byte aggregated time series.

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