Detecting anomalies in cross-classified streams: a Bayesian approach

@article{Agarwal2006DetectingAI,
  title={Detecting anomalies in cross-classified streams: a Bayesian approach},
  author={Deepak Agarwal},
  journal={Knowledge and Information Systems},
  year={2006},
  volume={11},
  pages={29-44}
}
We consider the problem of detecting anomalies in data that arise as multidimensional arrays with each dimension corresponding to the levels of a categorical variable. In typical data mining applications, the number of cells in such arrays are usually large. Our primary focus is detecting anomalies by comparing information at the current time to historical data. Naive approaches advocated in the process control literature do not work well in this scenario due to the multiple testing problem… CONTINUE READING
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