On the nonstationarity of Internet traffic
Proceedings of the 2001 ACM SIGMETRICS international conference on Measurement and modeling of computer systems
Models and issues in data stream systems
Proceedings of the twenty-first ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Computer Intrusion Detection and Network Monitoring: A Statistical Viewpoint
Computer Intrusion Detection and Network Monitoring: A Statistical Viewpoint
Visualizing "typical" and "exotic" Internet traffic data
Computational Statistics & Data Analysis
Online wavelet-based density estimation for non-stationary streaming data
Computational Statistics & Data Analysis
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Streaming data represent a serious challenge because implicit in the nature of streaming data, data are not exchangeable and are not storable. This means data must be processed on the fly. Density estimation is an essential tool used to make sense of data collected by large scale systems. In this paper, we present a recursive method for constructing and updating an estimate of the nonstationary probability density function. Our approach is shown to work well with simulated data as well as with real data.