155 citations · 578 across the 27 of their papers we have counts for
5 papers · 1 filter
Detecting an Intermittent Change of Unknown Duration
Grigory Sokolov, Valentin S. Spivak, Alexander G. Tartakovsky
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says…
Tracking Changes in Resilience and Level of Coordination in Terrorist Groups
Vasanthan Raghavan, Alexander G. Tartakovsky
Activity profiles of terrorist groups show frequent spurts and downfalls corresponding to changes in the underlying organizational dynamics. In particular, it is of interest in und…
Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data
Aleksey S. Polunchenko, Grigory Sokolov, Alexander G. Tartakovsky
We study optimal design of the Exponentially Weighted Moving Average (EWMA) chart by a proper choice of the smoothing factor and the initial value (headstart) of the decision stati…
Efficient Computer Network Anomaly Detection by Changepoint Detection Methods
Alexander G. Tartakovsky, Aleksey S. Polunchenko, Grigory Sokolov
We consider the problem of efficient on-line anomaly detection in computer network traffic. The problem is approached statistically, as that of sequential (quickest) changepoint de…
Hidden Markov models for the activity profile of terrorist groups
Vasanthan Raghavan, Aram Galstyan, Alexander G. Tartakovsky
The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking…