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Detecting Anomalous Event Sequences with Temporal Point Processes

NeurIPS 2021 · Time series › Causal and generative time series · approach: Generative temporal point processes · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace log-likelihood with the 3S statistic for anomaly scoringRNN neural TPP · Marked sequences across Logs and simulated datasetsROC AUCHelped
Use 3S rather than KS arrival or chi-squaredTPP goodness-of-fit testing · SPP alternativesROC AUCHelped
Use 3S rather than KS inter-eventTPP goodness-of-fit testing · SelfCorrecting SPP alternativeROC AUCMixed
Use 3S rather than KS inter-eventRNN neural TPP anomaly detection · Server-Stop and Server-OverloadROC AUCHelped
Use 3S rather than log-likelihoodRNN neural TPP anomaly detection · Server-Stop and Server-OverloadROC AUCHelped
Use 3S rather than KS arrival or chi-squaredRNN neural TPP anomaly detection · Real-world Logs and STEADROC AUCMixed
Use 3S rather than the strongest reported baselineRNN neural TPP anomaly detection · Logs — Packet corruption (1%)ROC AUC: 75.9 $\pm$ 0.1 -> 95.5 $\pm$ 0.3Helped
Use 3S rather than the strongest reported baselineRNN neural TPP anomaly detection · Logs — Packet corruption (10%)ROC AUC: 99.0 $\pm$ 0.0 -> 99.4 $\pm$ 0.1Helped
Use 3S rather than the strongest reported baselineRNN neural TPP anomaly detection · Logs — Packet duplication (1%)ROC AUC: 88.1 $\pm$ 0.1 -> 90.9 $\pm$ 0.3Helped
Use 3S rather than the strongest reported baselineRNN neural TPP anomaly detection · Logs — Packet delay (frontend)ROC AUC: 99.3 $\pm$ 0.1 -> 97.6 $\pm$ 0.1Hurt
Use 3S rather than the strongest reported baselineRNN neural TPP anomaly detection · Logs — Packet delay (all services)ROC AUC: 99.8 $\pm$ 0.0 -> 99.6 $\pm$ 0.1No clear effect
Use 3S rather than the strongest reported baselineRNN neural TPP anomaly detection · STEAD — Anchorage, AKROC AUC: 88.0 $\pm$ 0.1 -> 88.3 $\pm$ 0.6No clear effect

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