JSM Preliminary Online Program
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Activity Number: 362
Type: Invited
Date/Time: Wednesday, August 9, 2006 : 8:30 AM to 10:20 AM
Sponsor: Section on Statisticians in Defense and National Security
Abstract - #305128
Title: Dynamic Thresholds: Monitoring Streams of Counts Online
Author(s): Diane Lambert*+ and Chuanhai Liu
Companies: Google, Inc. and Purdue University
Address: 1440 Broadway, New York, NY, 10018,
Keywords: anomaly detection ; networks ; reliability ; online testing
Abstract:

Streams of counts on traffic volume and processing errors are compared continually to thresholds to detect network degradation. Thresholds often are set by hand, which is tedious and error-prone. This talk will describe how data analysis led to a simple, statistically principled approach to automated thresholding that self-initializes, tracks long-term trends and cyclical timing patterns, and monitors its own performance, yet has just a few parameters that can be kept up-to-date as the data flow by.

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Revised April, 2006