DIMACS Monitoring Message Streams Seminar Series

Title: Dynamic Thresholding for Network Monitoring

Speaker: Diane Lambert, Bell Labs, Lucent Technologies

Date: March 5, 2004 3:30pm

Location: DIMACS Center, CoRE Bldg, Room 433, Rutgers University, Busch Campus, Piscataway, NJ


Streams of counts on traffic volume and processing errors are continually compared to thresholds to detect network degradation. Thresholds are usually set by hand, which is tedious and error-prone, or by relying on normality assumptions, which gives unacceptably large false alarm rates. This talk will describe a simple, statistically principled approach to automated thresholding that starts from the statistical properties of the counts and then considers algorithms that meet the computing constraints. Longterm trends, cyclical patterns, outliers, and missing values are automatically accommodated in the thresholds. Just as importantly, events (periods of anomalous behavior) can be prioritized in terms of severity and duration, even though count distributions differ over time. Performance on real and simulated data will be described.

(Joint work with Chuanhai Liu.)

See Webpage: http://www.stat.rutgers.edu/~madigan/mms/spring04.html