Data Mining for Anomaly Detection

Aleksandar Lazarevic
United Technologies Research Center

Arindam Banerjee, Varun Chandola,

Vipin Kumar, Jaideep Srivastava
University of Minnesota

Tutorial at the European Conference on Principles

and Practice of Knowledge Discovery in Databases
Antwerp, Belgium, September 19, 2008
Outline

• Introduction
• Aspects of Anomaly Detection Problem
• Applications
• Different Types of Anomaly Detection
Techniques
• Case Study
• Discussion and Conclusions
 Introduction
We are drowning in the deluge
of data that are being collected
world-wide, while starving for
knowledge at the same time*
Anomalous events occur
relatively infrequently
However, when they do occur, “Mining needle in a haystack.
So much hay and so little time”
their consequences can be quite
dramatic and quite often in a
negative sense
* - J. Naisbitt, Megatrends: Ten New Directions Transforming Our Lives. New York: Warner Books, 1982.
What are Anomalies?
• Anomaly is a pattern in the data that does
not conform to the expected behavior
• Also referred to as outliers, exceptions,
peculiarities, surprise, etc.
• Anomalies translate to significant (often
critical) real life entities
– Cyber intrusions
– Credit card fraud
– Faults in mechanical systems
Real World Anomalies

• Credit Card Fraud

– An abnormally high purchase
made on a credit card

• Cyber Intrusions
– A web server involved in ftp
traffic
Simple Examples

Y
• N1 and N2 are
regions of normal N1 o1
O3
behavior
• Points o1 and o2
are anomalies o2
• Points in region O3 N2
are anomalies
X
Related problems
• Rare Class Mining
• Chance discovery
• Novelty Detection
• Exception Mining
• Noise Removal
• Black Swan*

* N. Taleb, The Black Swan: The Impact of the Highly Probable?, 2007
Key Challenges
• Defining a representative normal region is
challenging
• The boundary between normal and outlying
behavior is often not precise
• Availability of labeled data for training/validation
• The exact notion of an outlier is different for
different application domains
• Malicious adversaries
• Data might contain noise
• Normal behavior keeps evolving
Aspects of Anomaly Detection Problem

• Nature of input data

• Availability of supervision
• Type of anomaly: point, contextual, structural
• Output of anomaly detection
• Evaluation of anomaly detection techniques
Input Data
Engine
Temperature
• Most common form of 192

data handled by 195

anomaly detection 180

techniques is Record 199

Data 19

177
– Univariate 172

– Multivariate 285

195

163
10
Input Data

• Most common form of Tid SrcIP

Start
time
Dest IP Dest
Port
Number
of bytes
Attack

data handled by 1 206.135.38.95 11:07:20 160.94.179.223 139 192 No

anomaly detection 2 206.163.37.95 11:13:56 160.94.179.219 139 195 No

3 206.163.37.95 11:14:29 160.94.179.217 139 180 No

techniques is Record 4 206.163.37.95 11:14:30 160.94.179.255 139 199 No

Data 5 206.163.37.95 11:14:32 160.94.179.254 139 19 Yes

– Univariate 6 206.163.37.95 11:14:35 160.94.179.253 139 177 No

7 206.163.37.95 11:14:36 160.94.179.252 139 172 No

– Multivariate 8 206.163.37.95 11:14:38 160.94.179.251 139 285 Yes

9 206.163.37.95 11:14:41 160.94.179.250 139 195 No

10 206.163.37.95 11:14:44 160.94.179.249 139 163 Yes

10
Input Data – Nature of Attributes

• Nature of attributes i cal

ous i cal
ous
or u or u ry
g tin g tin a
– Binary c at
e
co
n
c at
e
co
n bi
n

– Categorical Tid SrcIP Duration Dest IP

Number
of bytes
Internal

– Continuous 1 206.163.37.81 0.10 160.94.179.208 150 No

– Hybrid 2 206.163.37.99 0.27 160.94.179.235 208 No

3 160.94.123.45 1.23 160.94.179.221 195 Yes

4 206.163.37.37 112.03 160.94.179.253 199 No

5 206.163.37.41 0.32 160.94.179.244 181 No

Input Data – Complex Data Types
GGTTCCGCCTTCAGCCCCGCGCC
CGCAGGGCCCGCCCCGCGCCGTC

• Relationship among data instances GAGAAGGGCCCGCCTGGCGGGCG

GGGGGAGGCGGGGCCGCCCGAGC

– Sequential CCAACCGAGTCCGACCAGGTGCC
CCCTCTGCTCGGCCTAGACCTGA
GCTCATTAGGCGGCAGCGGACAG
• Temporal GCCAAGTAGAACACGCGAAGCGC
TGGGCTGCCTGCTGCGACCAGGG
– Spatial
– Spatio-temporal
– Graph
Data Labels
• Supervised Anomaly Detection
– Labels available for both normal data and
anomalies
– Similar to rare class mining
• Semi-supervised Anomaly Detection
– Labels available only for normal data
• Unsupervised Anomaly Detection
– No labels assumed
– Based on the assumption that anomalies are
very rare compared to normal data
Type of Anomaly

• Point Anomalies

• Contextual Anomalies

• Collective Anomalies
Point Anomalies

• An individual data instance is anomalous

w.r.t. the data
Y

N1 o1
O3

o2

N2

X
Contextual Anomalies
• An individual data instance is anomalous within a context
• Requires a notion of context
• Also referred to as conditional anomalies*

Anomaly
Normal

* Xiuyao Song, Mingxi Wu, Christopher Jermaine, Sanjay Ranka, Conditional Anomaly Detection, IEEE
Transactions on Data and Knowledge Engineering, 2006.
Collective Anomalies
• A collection of related data instances is anomalous
• Requires a relationship among data instances
– Sequential Data
– Spatial Data
– Graph Data
• The individual instances within a collective anomaly are not
anomalous by themselves

Anomalous Subsequence
Output of Anomaly Detection

• Label
– Each test instance is given a normal or anomaly
label
– This is especially true of classification-based
approaches
• Score
– Each test instance is assigned an anomaly score
• Allows the output to be ranked
• Requires an additional threshold parameter
Evaluation of Anomaly Detection – F-value
Accuracy is not sufficient metric for evaluation
– Example: network traffic data set with 99.9% of normal data
and 0.1% of intrusions
– Trivial classifier that labels everything with the normal class
can achieve 99.9% accuracy !!!!!
Confusion Predicted
matrix class
NC C
Actual NC TN FP
class C FN TP
• Focus on both recall and precision
– Recall (R) = TP/(TP + FN)
– Precision (P) = TP/(TP + FP)
(1+ β 2 ) ⋅ R ⋅ P
• F – measure = 2*R*P/(R+P) =
β2 ⋅P+ R
Evaluation of Outlier Detection – ROC & AUC
Confusion Predicted
matrix class
NC C
Actual NC TN FP
class C FN TP
•Standard measures for evaluating anomaly detection problems:
– Recall (Detection rate) - ratio between the number of correctly detected
anomalies and the total number of anomalies
ROC curves for different outlier detection techniques
– False alarm (false positive) rate – ratio 1

between the number of data records 0.9

Ideal
0.8 ROC
from normal class that are misclassified curve

Detection rate
0.7

as anomalies and the total number of 0.6

data records from normal class 0.5

AUC
0.4

– ROC Curve is a trade-off between 0.3

detection rate and false alarm rate 0.2

0.1

– Area under the ROC curve (AUC) is 0

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

computed using a trapezoid rule False alarm rate

Applications of Anomaly Detection

• Network intrusion detection

• Insurance / Credit card fraud detection
• Healthcare Informatics / Medical diagnostics
• Industrial Damage Detection
• Image Processing / Video surveillance
• Novel Topic Detection in Text Mining
• …
Intrusion Detection
• Intrusion Detection:
– Process of monitoring the events occurring in a computer system or
network and analyzing them for intrusions
– Intrusions are defined as attempts to bypass the security
mechanisms of a computer or network
• Challenges
– Traditional signature-based intrusion detection
systems are based on signatures of known
attacks and cannot detect emerging cyber threats
– Substantial latency in deployment of newly
created signatures across the computer system
• Anomaly detection can alleviate these
limitations
Fraud Detection
• Fraud detection refers to detection of criminal activities
occurring in commercial organizations
– Malicious users might be the actual customers of the organization
or might be posing as a customer (also known as identity theft).
• Types of fraud
– Credit card fraud
– Insurance claim fraud
– Mobile / cell phone fraud
– Insider trading
• Challenges
– Fast and accurate real-time detection
– Misclassification cost is very high
Healthcare Informatics

• Detect anomalous patient records

– Indicate disease outbreaks, instrumentation
errors, etc.
• Key Challenges
– Only normal labels available
– Misclassification cost is very high
– Data can be complex: spatio-temporal
Industrial Damage Detection
• Industrial damage detection refers to detection of different
faults and failures in complex industrial systems, structural
damages, intrusions in electronic security systems,
suspicious events in video surveillance, abnormal energy
consumption, etc.
– Example: Aircraft Safety
• Anomalous Aircraft (Engine) / Fleet Usage
• Anomalies in engine combustion data
• Total aircraft health and usage management
• Key Challenges
– Data is extremely huge, noisy and unlabelled
– Most of applications exhibit temporal behavior
– Detecting anomalous events typically require immediate intervention
Image Processing 50

100

• Detecting outliers in a image

150

200

monitored over time 250

• Detecting anomalous regions 50 100 150 200 250 300 350

within an image
• Used in
– mammography image analysis
– video surveillance
– satellite image analysis
• Key Challenges
– Detecting collective anomalies
– Data sets are very large Anomaly
Taxonomy*
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection

* Anomaly Detection – A Survey, Varun Chandola, Arindam Banerjee, and Vipin Kumar, To Appear in ACM
Computing Surveys 2008.
Classification Based Techniques
• Main idea: build a classification model for normal (and
anomalous (rare)) events based on labeled training data, and
use it to classify each new unseen event
• Classification models must be able to handle skewed
(imbalanced) class distributions
• Categories:
– Supervised classification techniques
• Require knowledge of both normal and anomaly class
• Build classifier to distinguish between normal and known anomalies
– Semi-supervised classification techniques
• Require knowledge of normal class only!
• Use modified classification model to learn the normal behavior and then
detect any deviations from normal behavior as anomalous
Classification Based Techniques
• Advantages:
– Supervised classification techniques
• Models that can be easily understood
• High accuracy in detecting many kinds of known anomalies
– Semi-supervised classification techniques
• Models that can be easily understood
• Normal behavior can be accurately learned
• Drawbacks:
– Supervised classification techniques
• Require both labels from both normal and anomaly class
• Cannot detect unknown and emerging anomalies
– Semi-supervised classification techniques
• Require labels from normal class
• Possible high false alarm rate - previously unseen (yet legitimate) data
records may be recognized as anomalies
Supervised Classification Techniques
• Manipulating data records (oversampling /
undersampling / generating artificial examples)
• Rule based techniques
• Model based techniques
– Neural network based approaches
– Support Vector machines (SVM) based approaches
– Bayesian networks based approaches
• Cost-sensitive classification techniques
• Ensemble based algorithms (SMOTEBoost,
RareBoost
Manipulating Data Records
•Over-sampling the rare class [Ling98]
– Make the duplicates of the rare events until the data set contains as many
examples as the majority class => balance the classes
– Does not increase information but increase misclassification cost
•Down-sizing (undersampling) the majority class [Kubat97]
– Sample the data records from majority class (Randomly, Near miss examples,
Examples far from minority class examples (far from decision boundaries)
– Introduce sampled data records into the original data set instead of original data
records from the majority class
– Usually results in a general loss of information and overly general rules
•Generating artificial anomalies
– SMOTE (Synthetic Minority Over-sampling TEchnique) [Chawla02] - new rare
class examples are generated inside the regions of existing rare class examples
– Artificial anomalies are generated around the edges of the sparsely populated
data regions [Fan01]
– Classify synthetic outliers vs. real normal data using active learning [Abe06]
Rule Based Techniques
•Creating new rule based algorithms (PN-rule, CREDOS)
•Adapting existing rule based techniques
–Robust C4.5 algorithm [John95]
–Adapting multi-class classification methods to single-class classification
problem
•Association rules
–Rules with support higher than pre specified threshold may characterize
normal behavior [Barbara01, Otey03]
–Anomalous data record occurs in fewer frequent itemsets compared to
normal data record [He04]
–Frequent episodes for describing temporal normal behavior [Lee00,Qin04]
•Case specific feature/rule weighting
–Case specific feature weighting [Cardey97] - Decision tree learning, where
for each rare class test example replace global weight vector with
dynamically generated weight vector that depends on the path taken by
that example
–Case specific rule weighting [Grzymala00] - LERS (Learning from
Examples based on Rough Sets) algorithm increases the rule strength for
all rules describing the rare class
New Rule-based Algorithms: PN-rule Learning*
• P-phase:
• cover most of the positive examples with high support
• seek good recall
• N-phase:
• remove FP from examples covered in P-phase
• N-rules give high accuracy and significant support

C C

NC NC

Existing techniques can possibly PNrule can learn strong signatures for
learn erroneous small signatures for presence of NC in N-phase
absence of C * M. Joshi, et al., PNrule, Mining Needles in a Haystack: Classifying Rare Classes via Two-Phase
Rule Induction, ACM SIGMOD 2001
New Rule-based Algorithms: CREDOS*
• Ripple Down Rules (RDRs) can be represented as a decision tree
where each node has a predictive rule associated with it
• RDRs specialize a generic form of multi-phase
PNrule model
• Two phases: growth and pruning
• Growth phase:
– Use RDRs to overfit the training data
– Generate a binary tree where each node is characterized
by the rule Rh, a default class and links to two child subtrees
– Grow the RDS structure in a recursive manner
• Prune the structure to improve generalization
– Different mechanism from decision trees

* M. Joshi, et al., CREDOS: Classification Using Ripple Down Structure (A Case for Rare Classes),
SIAM International Conference on Data Mining, (SDM'04), 2004.
Using Neural Networks
• Multi-layer Perceptrons
– Measuring the activation of output nodes [Augusteijn02]
– Extending the learning beyond decision boundaries
• Equivalent error bars as a measure of confidence for classification [Sykacek97]
• Creating hyper-planes for separating between various classes, but also to have
flexible boundaries where points far from them are outliers [Vasconcelos95]
• Auto-associative neural networks
– Replicator NNs [Hawkins02]
– Hopfield networks [Jagota91, Crook01]
• Adaptive Resonance Theory based [Dasgupta00, Caudel93]
• Radial Basis Functions based
– Adding reverse connections from output to central layer allows each neuron to
have associated normal distribution, and any new instance that does not fit any of
these distributions is an anomaly [Albrecht00, Li02]
• Oscillatory networks
– Relaxation time of oscillatory NNs is used as a criterion for novelty detection when
a new instance is presented [Ho98, Borisyuk00]
Using Support Vector Machines
• SVM Classifiers [Steinwart05,Mukkamala02]
• Main idea [Steinwart05] :
– Normal data records belong to high density data regions
– Anomalies belong to low density data regions
– Use unsupervised approach to learn high density and low
density data regions
– Use SVM to classify data density level
• Main idea: [Mukkamala02]
– Data records are labeled (normal network behavior vs.
intrusive)
– Use standard SVM for classification
* A. Lazarevic, et al., A Comparative Study of Anomaly Detection Schemes in Network Intrusion Detection, SIAM 2003
Semi-supervised Classification Techniques

• Use modified classification model to learn the

normal behavior and then detect any deviations
from normal behavior as anomalous

• Recent approaches:
– Neural network based approaches
– Support Vector machines (SVM) based approaches
– Markov model based approaches
– Rule-based approaches
Using Replicator Neural Networks*
• Use a replicator 4-layer feed-forward neural network (RNN)
with the same number of input and output nodes
• Input variables are the output variables so that RNN forms a
compressed model of the data during training
• A measure of outlyingness is the reconstruction error of
individual data points.
Input Target
variables

* S. Hawkins, et al. Outlier detection using replicator neural networks, DaWaK02 2002.
Using Support Vector Machines
• Converting into one class classification problem
– Separate the entire set of training data from the
origin, i.e. to find a small region where most of the
data lies and label data points in this region as one
class [Ratsch02, Tax01, Eskin02, Lazarevic03]
• Parameters
– Expected number of outliers
– Variance of rbf kernel (As the variance of the rbf
kernel gets smaller, the number of support vectors
is larger and the separating surface gets more complex)

– Separate regions containing data origin push the hyper plane

from the regions containing no away from origin as
data [Scholkopf99] much as possible
Taxonomy
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection
Nearest Neighbor Based Techniques
• Key assumption: normal points have close neighbors
while anomalies are located far from other points
• General two-step approach
1.Compute neighborhood for each data record
2.Analyze the neighborhood to determine whether data
record is anomaly or not
• Categories:
– Distance based methods
• Anomalies are data points most distant from other points
– Density based methods
• Anomalies are data points in low density regions
Nearest Neighbor Based Techniques
• Advantage
– Can be used in unsupervised or semi-supervised setting
(do not make any assumptions about data distribution)
• Drawbacks
– If normal points do not have sufficient number of
neighbors the techniques may fail
– Computationally expensive
– In high dimensional spaces, data is sparse and the
concept of similarity may not be meaningful anymore.
Due to the sparseness, distances between any two data
records may become quite similar => Each data record
may be considered as potential outlier!
Nearest Neighbor Based Techniques
• Distance based approaches
– A point O in a dataset is an DB(p, d) outlier if at least
fraction p of the points in the data set lies greater than
distance d from the point O*
• Density based approaches
– Compute local densities of particular regions and declare
instances in low density regions as potential anomalies
– Approaches
• Local Outlier Factor (LOF)
• Connectivity Outlier Factor (COF
• Multi-Granularity Deviation Factor (MDEF)

*Knorr, Ng,Algorithms for Mining Distance-Based Outliers in Large Datasets, VLDB98

Distance based Outlier Detection
• Nearest Neighbor (NN) approach*,**
– For each data point d compute the distance to the k-th nearest
neighbor dk
– Sort all data points according to the distance dk
– Outliers are points that have the largest distance dk and therefore are
located in the more sparse neighborhoods
– Usually data points that have top n% distance dk are identified as
outliers
• n – user parameter

– Not suitable for datasets that have modes with varying density

* Knorr, Ng,Algorithms for Mining Distance-Based Outliers in Large Datasets, VLDB98

** S. Ramaswamy, R. Rastogi, S. Kyuseok: Efficient Algorithms for Mining Outliers from Large Data
Sets, ACM SIGMOD Conf. On Management of Data, 2000.
Advantages of Density based Techniques

• Local Outlier Factor (LOF) approach

– Example:

Distance from p3 to In the NN approach, p2 is

nearest neighbor
p3 × not considered as outlier,
while the LOF approach
Distance from p2 to find both p1 and p2 as
nearest neighbor outliers

p2 NN approach may
× p1 consider p3 as outlier, but
×
LOF approach does not
Local Outlier Factor (LOF)*
• For each data point q compute the distance to the k-th nearest neighbor
(k-distance)
•Compute reachability distance (reach-dist) for each data example q with
respect to data example p as:
reach-dist(q, p) = max{k-distance(p), d(q,p)}
•Compute local reachability density (lrd) of data example q as inverse of the
average reachabaility distance based on the MinPts nearest neighbors of
data example q
MinPts
lrd(q) =
reach _ dist MinPts (q, p)
p
•Compaute LOF(q) as ratio of average local reachability density of q’s k-
nearest neighbors and local reachability density of the data record q
1 lrd ( p)
LOF(q) = ⋅
MinPts p lrd (q)
* - Breunig, et al, LOF: Identifying Density-Based Local Outliers, KDD 2000.
Connectivity Outlier Factor (COF)*
• Outliers are points p where average
chaining distance ac-distkNN(p)(p)
is larger than the average chaining
distance (ac-dist) of their k-nearest
neighborhood kNN(p)

•COF identifies outliers as points whose

neighborhoods is sparser than the neighborhoods of
their neighbors
* J. Tang, Z. Chen, A. W. Fu, D. Cheung, “A robust outlier detection scheme for large data sets,” Proc. Pacific-Asia Conf.
Knowledge Discovery and Data Mining, Taïpeh, Taiwan, 2002.
Couple of Definitions

• Distance Between Two Sets

=Distance Between Nearest Points in Two Sets
P Q

p q

Point p is nearest neighbor of set Q in P

Set-Based Path
• Consider point p1 from set G
G\{p1, p2,p3}

p4G\{p1, p2}

p3 G

G\{p1}
p2

p1

Point p2 is nearest neighbor of set {p1} in G\ {p1}

Point p3 is nearest neighbor of set {p1, p2} in G\ {p1,p2}
Point p4 is nearest neighbor of set {p1, p2 , p3} in G\ {p1,p2 , p3}
Sequence {p1, p2 , p3 , p4} is called Set based Nearest Path (SBN) from p1 on G
Cost Descriptions
G\{p1, p2,p3}
• Let’s consider the
same example… p4G\{p1, p2}
e3
p3 G

e2
G\{p1} dist (ei )
p2

e1
p1

Distances dist(ei) between two sets {p1,…, pi} and G\{p1,…, pi} for each i are called
COST DESCRIPTIONS
Edges ei for each i are called SBN trail
SBN trail may not be a connected graph!
Average Chaining Distance (ac-dist)
• We average cost descriptions!
• We would like to give more weights to points
closer to the point p1
• This leads to the following formula:
r
2(r − i )
ac − dist G ( p ) ≡ dist (ei )
i =1 r (r − 1)

• The smaller ac-dist, the more compact is the

neighborhood G of p
Connectivity Outlier Factor (COF)

• COF is computed as the ratio of the ac-dist

(average chaining distance) at the point and
the mean ac-dist at the point’s neighborhood
• Similar idea as LOF approach:
– A point is an outlier if its neighborhood is less
compact than the neighborhood of its neighbors
ac − dist N k ( p )∪ p ( p )
COFk ( p ) ≡
1
ac − dist N k (o )∪o (o )
k o∈N k ( p )
Multi-Granularity Deviation Factor - LOCI*
• LOCI computes the neighborhood size (the number of neighbors) for each point
and identifies as outliers points whose neighborhood size significantly vary with
respect to the neighborhood size of their neighbors
• This approach not only finds outlying points but also outlying micro-clusters.
• LOCI algorithm provides LOCI plot which contains information such as inter cluster
distance and cluster diameter
• r-neighbors pj of a data sample pi are all the samples such that d(pi, pj) ≤ r
• n( pi , r ) denotes the number of r neighbors of the point pi.
Outliers are samples pi where for any r ∈[rmin, rmax],
n(pi, α⋅r) significantly deviates from the distribution
of values n(pj, α⋅r) associated with samples pj from
the r-neighborhood of pi. Sample is outlier if:
n( p i , αr ) < nˆ ( p i , r , α ) − k σ σ nˆ ( p i , r , α )
Example:
n(pi,r)=4, n(pi,α⋅r)=1, n(p1,α⋅r)=3, n(p2,α⋅r)=5,
n(p3,α⋅r)=2, nˆ ( pi , r , α ) = (1+3+5+2) / 4 = 2.75,
σ nˆ ( pi , r , α ) ≈ 1.479 ; α = 1/4.
*- S. Papadimitriou, et al, “LOCI: Fast outlier detection
using the local correlation integral,” Proc. 19th
ICDE'03, Bangalore, India, March 2003.
Taxonomy
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection
Clustering Based Techniques
• Key Assumption: Normal data instances belong to large and
dense clusters, while anomalies do not belong to any
significant cluster.
• General Approach:
– Cluster data into a finite number of clusters.
– Analyze each data instance with respect to its closest cluster.
– Anomalous Instances
• Data instances that do not fit into any cluster (residuals from clustering).
• Data instances in small clusters.
• Data instances in low density clusters.
• Data instances that are far from other points within the same cluster.
Clustering Based Techniques
• Advantages
– Unsupervised.
– Existing clustering algorithms can be plugged in.
• Drawbacks
– If the data does not have a natural clustering or the
clustering algorithm is not able to detect the natural
clusters, the techniques may fail.
– Computationally expensive
• Using indexing structures (k-d tree, R* tree) may alleviate this
problem.
– In high dimensional spaces, data is sparse and distances
between any two data records may become quite similar.
FindOut*
• FindOut algorithm as a by-product of WaveCluster.
• Transform data into multidimensional signals using wavelet
transformation
– High frequency of the signals correspond to regions where is the
rapid change of distribution – boundaries of the clusters.
– Low frequency parts correspond to
the regions where the data is
concentrated.
• Remove these high and low
frequency parts and all remaining
points will be outliers.

* D. Yu, G. Sheikholeslami, A. Zhang,

FindOut: Finding Outliers in Very Large Datasets, 1999.
Clustering for Anomaly Detection*
• Fixed-width clustering is first applied
– The first point is the center of first cluster.
– Two points x1 and x2 are “near” if d(x1, x2) ≤ ω.
• ω is a user defined parameter.
– If every subsequent point is “near”, add to a cluster
• Otherwise create a new cluster.
• Points in small clusters are anomalies.

* E. Eskin et al., A Geometric Framework for Unsupervised Anomaly Detection: Detecting Intrusions in
Unlabeled Data, 2002.
Cluster based Local Outlier Factor*-CBLOF
• Use squeezer clustering algorithm
to perform clustering.
• Determine CBLOF for each data
instance
– if the data record lies in a small cluster,
CBLOF = (size of cluster) X (distance
between the data instance and the
closest larger cluster).
– if the object belongs to a large cluster,
CBLOF = (size of cluster) X (distance
between the data instance and the
cluster it belongs to).

*He, Z., Xu, X. i Deng, S. (2003). Discovering cluster based local outliers, Pattern Recognition Letters,
24 (9-10), str. 1651-1660
Taxonomy
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection
Statistics Based Techniques
• Key Assumption: Normal data instances occur in high
probability regions of a statistical distribution, while
anomalies occur in the low probability regions of the
statistical distribution.
• General Approach: Estimate a statistical distribution using
given data, and then apply a statistical inference test to
determine if a test instance belongs to this distribution or
not.
– If an observation is more than 3 standard deviations away from the
sample mean, it is an anomaly.
– Anomalies have large value for
Statistics Based Techniques
• Advantages
– Utilize existing statistical modeling techniques to model
various type of distributions.
– Provide a statistically justifiable solution to detect
anomalies.

• Drawbacks
– With high dimensions, difficult to estimate parameters,
and to construct hypothesis tests.
– Parametric assumptions might not hold true for real data
sets.
Types of Statistical Techniques
• Parametric Techniques
– Assume that the normal (and possibly anomalous) data is generated
from an underlying parametric distribution.
– Learn the parameters from the training sample.

• Non-parametric Techniques
– Do not assume any knowledge of parameters.
– Use non-parametric techniques to estimate the density of the
distribution – e.g., histograms, parzen window estimation.
Using Chi-square Statistic*

• Normal data is assumed to have a multivariate

normal distribution.
• Sample mean is estimated from the normal sample.
• Anomaly score of a test instance is

Ye, N. and Chen, Q. 2001. An anomaly detection technique based on a chi-square statistic for detecting
intrusions into information systems. Quality and Reliability Engineering International 17, 105-112.
SmartSifter (SS)*
• Statistical modeling of data with continuous and categorical attributes.
– Histogram density used to represent a probability density for categorical
attributes.
– Finite mixture model used to represent a probability density for continuous
attributes.
• For a test instance, SS estimates the probability of the test instance to
be generated by the learnt statistical model – pt-1
• The test instance is then added to the sample, and the model is re-
estimated.
• The probability of the test instance to be generated from the new model
is estimated – pt.
• Anomaly score for the test instance is the difference |pt – pt-1|.

* K. Yamanishi, On-line unsupervised outlier detection using finite mixtures with discounting learning
algorithms, KDD 2000
Modeling Normal and Anomalous Data*
• Distribution for the data D is given by:
– D = (1-λ)·M + λ·A
M - majority distribution, A - anomalous distribution.
– M, A : sets of normal, anomalous elements respectively.
– Step 1 : Assign all instances to M, A is initially empty.
– Step 2 : For each instance xi in M,
• Step 2.1 : Estimate parameters for M and A.
• Step 2.2 : Compute log-likelihood L of distribution D.
• Step 2.3 : Remove x from M and insert in A.
• Step 2.4 : Re-estimate parameters for M and A.
• Step 2.5 : Compute the log-likelihood L’ of distribution D.
• Step 2.6 : If L’ – L > , x is an anomaly, otherwise x is moved back to M.
– Step 3 : Go back to Step 2.

* E. Eskin, Anomaly Detection over Noisy Data using Learned Probability Distributions, ICML 2000
Taxonomy
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection
Information Theory Based Techniques

• Key Assumption: Outliers significantly alter the

information content in a dataset.
• General Approach: Detect data instances that
significantly alter the information content
– Require an information theoretic measure.
Information Theory Based Techniques
• Advantages
– Can operate in an unsupervised mode.

• Drawbacks
– Require an information theoretic measure sensitive
enough to detect irregularity induced by very few
anomalies.
Using Entropy*
• Find a k-sized subset whose removal leads to
the maximal decrease in entropy of the data set.

• Uses an approximate search algorithm LSA to

search for the k-sized subsets in linear fashion.

• Other information theoretic measures have been

investigated such as conditional entropy, relative
conditional entropy, information gain, etc.

He, Z., Xu, X., and Deng, S. 2005. An optimization model for outlier detection in categorical data. In
Proceedings of International Conference on Intelligent Computing. Vol. 3644. Springer.
Spectral Techniques
• Analysis based on Eigen decomposition of data.
• Key Idea
– Find combination of attributes that capture bulk of
variability.
– Reduced set of attributes can explain normal data well,
but not necessarily the anomalies.
• Advantage
– Can operate in an unsupervised mode.
• Drawback
– Based on the assumption that anomalies and normal
instances are distinguishable in the reduced space.
Using Robust PCA*
• Compute the principal components of the dataset
• For each test point, compute its projection on these components
• If yi denotes the ith component, then the following has a chi-squared
distribution

– An observation is anomalous, if for a given significance level

• Another measure is to observe last few principal components

• Anomalies have high value for the above quantity.

* Shyu, M.-L., Chen, S.-C., Sarinnapakorn, K., and Chang, L. 2003. A novel anomaly detection scheme based on
principal component classifier, In Proceedings of the IEEE Foundations and New Directions of Data Mining Workshop.
PCA for Anomaly Detection*
• Top few principal components capture variability in normal
data.
• Smallest principal component should have constant
values for normal data.
• Outliers have variability in the smallest component.
• Network intrusion detection using PCA
– For each time t, compute the principal component.
– Stack all principal components over time to form a matrix.
– Left singular vector of the matrix captures normal behavior.
– For any t, angle between principal component and the singular
vector gives degree of anomaly.

* Ide, T. and Kashima, H. Eigenspace-based anomaly detection in computer systems. KDD, 2004
Visualization Based Techniques
• Use visualization tools to observe the data.
• Provide alternate views of data for manual inspection.
• Anomalies are detected visually.
• Advantages
– Keeps a human in the loop.
• Drawbacks
– Works well for low dimensional data.
– Anomalies might be not identifiable in the aggregated or partial views
for high dimension data.
– Not suitable for real-time anomaly detection.
Visual Data Mining*

• Detecting Tele-
communication fraud.
• Display telephone call
patterns as a graph.
• Use colors to identify
fraudulent telephone
calls (anomalies).

* Cox et al 1997. Visual data mining: Recognizing telephone calling fraud. Journal of Data Mining and Knowledge Discovery.
Taxonomy
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection
Contextual Anomaly Detection
• Detect contextual anomalies.
• Key Assumption : All normal instances within a
context will be similar (in terms of behavioral
attributes), while the anomalies will be different from
other instances within the context.
• General Approach :
– Identify a context around a data instance (using a set of
contextual attributes).
– Determine if the test data instance is anomalous within
the context (using a set of behavioral attributes).
Contextual Anomaly Detection
• Advantages
–Detect anomalies that are hard to detect when
analyzed in the global perspective.
• Challenges
–Identifying a set of good contextual attributes.
–Determining a context using the contextual
attributes.
Contextual Attributes
• Contextual attributes define a neighborhood
(context) for each instance
• For example:
– Spatial Context
• Latitude, Longitude
– Graph Context
• Edges, Weights
– Sequential Context
• Position, Time
– Profile Context
• User demographics
Contextual Anomaly Detection Techniques

• Reduction to point anomaly detection

– Segment data using contextual attributes.
– Apply a traditional anomaly outlier within each context
using behavioral attributes.
– Often, contextual attributes cannot be segmented easily.
• Utilizing structure in data
– Build models from the data using contextual attributes.
• E.g. – Time series models (ARIMA, etc.)
– The model automatically analyzes data instances with
respect to their context.
Conditional Anomaly Detection*
• Each data point is represented as [x,y], where x denotes the contextual attributes and y
denotes the behavioral attributes.
• A mixture of nU Gaussian models, U is learnt from the contextual data.
• A mixture of nV Gaussian models, V is learn from the behavioral data.
• A mapping p(Vj|Ui) is learnt that indicates the probability of the behavioral part to be
generated by component Vj when the contextual part is generated by component Ui.
• Anomaly Score of a data instance ([x,y]):

– How likely is the contextual part to be generated by a component Ui of U?

– Given Ui, what is the most likely component Vj of V that will generate the behavioral part?
– What is the probability of the behavioral part to be generated by Vj.

* Xiuyao Song, Mingxi Wu, Christopher Jermaine, Sanjay Ranka, Conditional Anomaly Detection, IEEE Transactions on Data
and Knowledge Engineering, 2006.
Taxonomy
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection
Collective Anomaly Detection

• Detect collective anomalies.

• Exploit the relationship among data instances.
• Sequential anomaly detection
– Detect anomalous sequences.
• Spatial anomaly detection
– Detect anomalous sub-regions within a spatial data set.
• Graph anomaly detection
– Detect anomalous sub-graphs in graph data.
Sequential Anomaly Detection

• Multiple sub-formulations
– Detect anomalous sequences in a database of
sequences, or
– Detect anomalous subsequence within a
sequence.
Sequence Time Delay Embedding (STIDE)*
• Assumes a training data containing normal sequences
• Training
– Extracts fixed length (k) subsequences by sliding a window over the
training data.
– Maintain counts for all subsequences observed in the training data.
• Testing
– Extract fixed length subsequences from the test sequence.
– Find empirical probability of each test subsequence from the above
counts.
– If probability for a subsequence is below a threshold, the
subsequence is declared as anomalous.
– Number of anomalous subsequences in a test sequence is its
anomaly score.
• Applied for system call intrusion detection.
* Warrender, Christina, Stephanie Forrest, and Barak Pearlmutter. Detecting Intrusions Using System Calls: Alternative Data
Models. To appear, 1999 IEEE Symposium on Security and Privacy. 1999.
 Sequential Anomaly Detection –
Current State of Art
87
State Based Model Based Kernel Based
FSA PST SMT HMM Ripper Clustering kNN
Data/Applications
Operating System Call [4][7] [3] [4][5] [11] [4][8]
Univariate Data [10] [12]
Symbolic
Protein Data [9]
Sequences
Flight Safety Data [14] [13]

Multivariate Symbolic Sequences

Univariate Continuous Sequences [2][7] [1] [15]

Multivariate Continuous Sequences

• [1] – Blender et al 1997 • [9] – Sun et al 2006

• [2] – Bu et al 2007 • [10] – Nong Ye 2004
• [3] – Eskin and Stolfo 2001 • [11] – Zhang et al 2003
• [4] – Forrest et al 1999 • [12] – Michael and Ghosh 2000
• [5] – Gao et al 2002 • [13] – Budalakoti et al 2006
• [6] – Hofmeyr et al 1998 • [14] – A. Srivastava 2005
• [7] – Keogh et al 2006 • [15] – Chan and Mahoney 2005
• [8] – Lee and Stolfo 1998
 Anomaly Detection for Symbolic
Sequences – A Comparative Evaluation*
88
•Test data contains 1000 normal sequences and 100 anomalous sequences.
•Values in table show the percentage of “true” anomalies in top 100 “predicted”
anomalies.
Protein Data System Call Data
Techniques**
HCV NAD TET RUB RVP Stide Sendmail

Clustering 0.88 0.68 0.90 0.96 0.92 0.99 0.72

KNN 0.97 0.79 0.90 0.98 0.94 0.99 0.48

k-MM 1.00 1.00 1.00 1.00 1.00 0.99 0.64

HMM 0.14 0.07 0.28 0.23 0.00 0.98 0.00

PST 0.64 0.13 0.74 0.71 0.07 0.99 0.00

Ripper 0.14 0.16 0.00 0.90 0.82 0.97 0.48

* Chandola and Kumar, Work in Progress.

** Different parameter settings and combination methods (for sequence modeling techniques) were
investigated. Best results for each technique are reported here.
Taxonomy
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection
On-line Anomaly Detection

• Often data arrives in a streaming mode.

• Applications
– Video analysis

50 100 150 200 250 300 350

– Network traffic monitoring

– Aircraft safety

– Credit card fraudulent transactions

Challenges

• Anomalies need to be detected in real time.

• When to reject?
• When to update?
– Require incremental model update techniques as
retraining models can be quite expensive.
On-line Anomaly Detection – Simple Idea

• The normal behavior is changing through time

• Need to update the “normal behavior” profile dynamically
– Key idea: Update the normal profile with the data records that are
“probably” normal, i.e. have very low anomaly score

Time Time Time Time Time

slot 1 slot 2 slot i slot (i+1) slot t

….. …..
Di Di+1
Time

– Time slot i – Data block Di – model of normal behavior Mi

– Anomaly detection algorithm in time slot (i+1) is based on the profile
computed in time slot i
Motivation for Model Updating

• If arriving data points

start to create a new data
cluster, this method will
not be able to detect
these points as
anomalies.
Incremental LOF*
• Incremental LOF algorithm computes LOF value for
each inserted data record and instantly determines
whether that data instance is an anomaly.
• LOF values for existing data records are updated if
necessary.

* D. Pokrajac, A. Lazarevic, and L. J. Latecki. Incremental local outlier detection for data streams. In
Proceedings of IEEE Symposium on Computational Intelligence and Data Mining, 2007.
Taxonomy
Anomaly Detection Point Anomaly Detection

Classification Based Nearest Neighbor Based Clustering Based Statistical Others

Rule Based Density Based Parametric Information Theory Based
Neural Networks Based Distance Based Non-parametric Spectral Decomposition Based
SVM Based Visualization Based

Contextual Anomaly Collective Anomaly Online Anomaly Distributed Anomaly

Detection Detection Detection Detection
Need for Distributed Anomaly Detection

• Data in many anomaly detection applications may come from

many different sources
– Network intrusion detection
– Credit card fraud
– Aviation safety
• Failures that occur at multiple locations simultaneously may
be undetected by analyzing only data from a single location
– Detecting anomalies in such complex systems may require integration
of information about detected anomalies from single locations in order
to detect anomalies at the global level of a complex system
• There is a need for the high performance and distributed
algorithms for correlation and integration of anomalies
Distributed Anomaly Detection Techniques
• Simple data exchange approaches
– Merging data at a single location
– Exchanging data between distributed locations
• Distributed nearest neighboring approaches
– Exchanging one data record per distance computation – computationally
inefficient
– privacy preserving anomaly detection algorithms based on computing
distances across the sites [Vaidya and Clifton 2004].
• Methods based on exchange of models
– explore exchange of appropriate statistical / data mining models that
characterize normal / anomalous behavior
• identifying modes of normal behavior;
• describing these modes with statistical / data mining learning models; and
• exchanging models across multiple locations and combing them at each
location in order to detect global anomalies
Case Study: Data Mining in Intrusion Detection
Incidents Reported to Computer Emergency Response
Due to the proliferation of Internet, Team/Coordination Center (CERT/CC)
more and more organizations are 120000

becoming vulnerable to cyber attacks 100000

Sophistication of cyber attacks as well 80000

as their severity is also increasing 60000

40000

20000

0
1990
1 1991
2 1992
3 1993
4 1994
5 1995
6 1996
7 1997
8 1998
9 1999
10 2000
11 2001
12 2002
13 2003
14

Attack sophistication vs. Intruder technical knowledge, source:

www.cert.org/archive/ppt/cyberterror.ppt

Security mechanisms always have

inevitable vulnerabilities
Firewalls are not sufficient to ensure
security in computer networks
The geographic spread of Sapphire/Slammer Worm 30 minutes
Insider attacks after release (Source: www.caida.org)
What are Intrusions?
Intrusions are actions that attempt to bypass security
mechanisms of computer systems. They are usually caused
by:
– Attackers accessing the system from Internet
– Insider attackers - authorized users attempting to gain and misuse
non-authorized privileges
Typical intrusion scenario

Scanning Computer
activity Network

Compromised
Machine with
Attacker Machine
vulnerability
 IDS - Analysis Strategy
• Misuse detection is based on extensive knowledge of patterns
associated with known attacks provided by human experts
– Existing approaches: pattern (signature) matching, expert systems, state
transition analysis, data mining
– Major limitations:
• Unable to detect novel & unanticipated attacks
• Signature database has to be revised for each new type of discovered attack
• Anomaly detection is based on profiles that represent normal behavior of
users, hosts, or networks, and detecting attacks as significant deviations
from this profile
– Major benefit - potentially able to recognize unforeseen attacks.
– Major limitation - possible high false alarm rate, since detected deviations do
not necessarily represent actual attacks
– Major approaches: statistical methods, expert systems, clustering, neural
networks, support vector machines, outlier detection schemes
 Intrusion Detection
Intrusion Detection System
– combination of software
and hardware that attempts
to perform intrusion detection
– raises the alarm when possible
intrusion happens

Traditional intrusion detection system IDS tools (e.g. SNORT) are based
on signatures of known attacks
– Example of SNORT rule (MS-SQL “Slammer” worm)
any -> udp port 1434 (content:"|81 F1 03 01 04 9B 81 F1 01|";
content:"sock"; content:"send")
Limitations www.snort.org
– Signature database has to be manually revised for each new type of
discovered intrusion
– They cannot detect emerging cyber threats
– Substantial latency in deployment of newly created signatures across the
computer system
• Data Mining can alleviate these limitations
Data Mining for Intrusion Detection
Increased interest in data mining based intrusion detection
– Attacks for which it is difficult to build signatures
– Attack stealthiness
– Unforeseen/Unknown/Emerging attacks
– Distributed/coordinated attacks
Data mining approaches for intrusion detection
– Misuse detection
Building predictive models from labeled labeled data sets (instances
are labeled as “normal” or “intrusive”) to identify known intrusions
High accuracy in detecting many kinds of known attacks
Cannot detect unknown and emerging attacks
– Anomaly detection
Detect novel attacks as deviations from “normal” behavior
Potential high false alarm rate - previously unseen (yet legitimate) system
behaviors may also be recognized as anomalies
– Summarization of network traffic
 Data Mining for Intrusion Detection
cal l cal us
Misuse Detection – r i r a r i u o
Building Predictive e go po e go tin
ss
a t e m a t on la
Start Number Models c t c c c
Tid SrcIP Dest IP Dest Attack
time Port of bytes Start Number
Number
Tid SrcIP Dest
DestPort
IP Attack
Attack
1 206.135.38.95 11:07:20 160.94.179.223 139 192 No time of bytes
of bytes

2 206.163.37.95 11:13:56 160.94.179.219 139 195 No 1 206.163.37.81 11:17:51 160.94.179.208

160.94.179.208 150
150 ?
No

3 206.163.37.95 11:14:29 160.94.179.217 139 180 No 2 206.163.37.99 11:18:10 160.94.179.235

160.94.179.235 208
208 ?
No
4 206.163.37.95 11:14:30 160.94.179.255 139 199 No 3 206.163.37.55 11:34:35 160.94.179.221
160.94.179.221 195 ?
195 Yes
5 206.163.37.95 11:14:32 160.94.179.254 139 19 Yes
4 206.163.37.37 11:41:37 160.94.179.253
160.94.179.253 199
199 ?
No
6 206.163.37.95 11:14:35 160.94.179.253 139 177 No
Test
7 206.163.37.95 11:14:36 160.94.179.252 139 172 No
5 206.163.37.41 11:55:19 160.94.179.244
160.94.179.244 181
181 ?
Yes
Set
8 206.163.37.95 11:14:38 160.94.179.251 139 285 Yes

9 206.163.37.95 11:14:41 160.94.179.250 139 195 No

Training Learn
10 206.163.37.95 11:14:44 160.94.179.249 139 163 Yes
1 0

Set Classifier Model

Summarization of
attacks using Anomaly Detection
association rules
Rules
RulesDiscovered:
Discovered:

∈∈ !
!""
 Anomaly Detection on Real Network Data
• Anomaly detection was used at U of Minnesota and Army Research Lab to
detect various intrusive/suspicious activities
• Many of these could not be detected using widely used intrusion detection
tools like SNORT
• Anomalies/attacks picked by MINDS
– Scanning activities
– Non-standard behavior
• Policy violations M
I
• Worms N
MINDS – Minnesota Intrusion Detection System D
S
Association Summary and
Anomaly pattern analysis characterization
scores of attacks
network

Anomaly … Detected novel

MINDSAT Human
Net flow tools detection
…
attacks
Data capturing analyst
device tcpdump
Labels

Feature Known attack Detected

Filtering known attacks
Extraction detection
 Feature Extraction
• Three groups of features
–Basic features of individual TCP connections
• source & destination IP Features 1 & 2
• source & destination port Features 3 & 4 dst … service … flag dst … service … flag %S0
h1 http S0 h1 http S0 70
• Protocol Feature 5 h1 http S0 syn flood h1 http S0 72
h1 http S0 h1 http S0 75
• Duration Feature 6
h2 http S0 h2 http S0 0
• Bytes per packets Feature 7
normal
h4 http S0 h4 http S0 0
• number of bytes Feature 8 h2 ftp S0 h2 ftp S0 0

–Time based features

• For the same source (destination) IP address, number of unique destination (source)
IP addresses inside the network in last T seconds – Features 9 (13)
• Number of connections from source (destination) IP to the same destination (source)
port in last T seconds – Features 11 (15)
–Connection based features
• For the same source (destination) IP address, number of unique destination (source)
IP addresses inside the network in last N connections - Features 10 (14)
• Number of connections from source (destination) IP to the same destination (source)
port in last N connections - Features 12 (16)
 Typical Anomaly Detection Output
– 48 hours after the “slammer” worm
score srcIP sPort dstIP dPort protocolflags packets bytes 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
37674.69 63.150.X.253 1161 128.101.X.29 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.81 0 0.59 0 0 0 0 0
26676.62 63.150.X.253 1161 160.94.X.134 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.81 0 0.59 0 0 0 0 0
24323.55 63.150.X.253 1161 128.101.X.185 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.81 0 0.58 0 0 0 0 0
21169.49 63.150.X.253 1161 160.94.X.71 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.81 0 0.58 0 0 0 0 0
19525.31 63.150.X.253 1161 160.94.X.19 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.81 0 0.58 0 0 0 0 0
19235.39 63.150.X.253 1161 160.94.X.80 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.81 0 0.58 0 0 0 0 0
17679.1 63.150.X.253 1161 160.94.X.220 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.81 0 0.58 0 0 0 0 0
8183.58 63.150.X.253 1161 128.101.X.108 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.58 0 0 0 0 0
7142.98 63.150.X.253 1161 128.101.X.223 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
5139.01 63.150.X.253 1161 128.101.X.142 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
4048.49 142.150.Y.101 0 128.101.X.127 2048 1 16 [2,4) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
4008.35 200.250.Z.20 27016 128.101.X.116 4629 17 16 [2,4) [0,1829) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0
3657.23 202.175.Z.237 27016 128.101.X.116 4148 17 16 [2,4) [0,1829) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0
3450.9 63.150.X.253 1161 128.101.X.62 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
3327.98 63.150.X.253 1161 160.94.X.223 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
2796.13 63.150.X.253 1161 128.101.X.241 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
2693.88 142.150.Y.101 0 128.101.X.168 2048 1 16 [2,4) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
2683.05 63.150.X.253 1161 160.94.X.43 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
2444.16 142.150.Y.236 0 128.101.X.240 2048 1 16 [2,4) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
2385.42 142.150.Y.101 0 128.101.X.45 2048 1 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
2114.41 63.150.X.253 1161 160.94.X.183 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
2057.15 142.150.Y.101 0 128.101.X.161 2048 1 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
1919.54 142.150.Y.101 0 128.101.X.99 2048 1 16 [2,4) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
1634.38 142.150.Y.101 0 128.101.X.219 2048 1 16 [2,4) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
1596.26 63.150.X.253 1161 128.101.X.160 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
1513.96 142.150.Y.107 0 128.101.X.2 2048 1 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
1389.09 63.150.X.253 1161 128.101.X.30 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
1315.88 63.150.X.253 1161 128.101.X.40 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.82 0 0.57 0 0 0 0 0
1279.75 142.150.Y.103 0 128.101.X.202 2048 1 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
1237.97 63.150.X.253 1161 160.94.X.32 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
1180.82 63.150.X.253 1161 128.101.X.61 1434 17 16 [0,2) [0,1829) 0 0 0 0 0 0 0 0 0.83 0 0.56 0 0 0 0 0
Anomalous connections that correspond to the “slammer” worm
Anomalous connections that correspond to the ping scan
Connections corresponding to UM machines connecting to “half-life” game servers
 Detection of Anomalies on Real Network Data
Anomalies/attacks picked by MINDS include scanning activities, worms, and non-standard behavior such as
policy violations and insider attacks. Many of these attacks detected by MINDS, have already been on the
CERT/CC list of recent advisories and incident notes.
Some illustrative examples of intrusive behavior detected using MINDS at U of M
• Scans
–August 13, 2004, Detected scanning for Microsoft DS service on port 445/TCP (Ranked#1)
• Reported by CERT as recent DoS attacks that needs further analysis (CERT August 9, 2004)
• Undetected by SNORT since the scanning was non-sequential (very slow). Rule added to SNORT in September 2004
–August 13, 2004, Detected scanning for Oracle server (Ranked #2), Reported by CERT, June 13, 2004
• Undetected by SNORT because the scanning was hidden within another Web scanning
–October 10, 2005, Detected a distributed windows networking scan from multiple source locations (Ranked #1)

• Policy Violations
–August 8, 2005, Identified machine running Microsoft PPTP VPN server on non-standard ports (Ranked #1)
• Undetected by SNORT since the collected GRE traffic was part of the normal traffic
– August 10 2005 & October 30, 2005, Identified compromised machines running FTP servers on non-standard ports, which is a policy violation (Ranked #1)
• Example of anomalous behavior following a successful Trojan horse attack
–February 6, 2006, The IP address 128.101.X.0 (not a real computer, but a network itself) has been targeted with IP Protocol 0 traffic from Korea (61.84.X.97) (bad since
IP Protocol 0 is not legitimate)

–February 6, 2006, Detected a computer on the network apparently communicating with a computer in California over a VPN or on IPv6

• Worms
–October 10, 2005, Detected several instances of slapper worm that were not identified by SNORT since they were variations of existing worm code
–February 6, 2006, Detected unsolicited ICMP ECHOREPLY messages to a computer previously infected with Stacheldract worm (a DDos agent)
Conclusions

• Anomaly detection can detect critical

information in data.
• Highly applicable in various application
domains.
• Nature of anomaly detection problem is
dependent on the application domain.
• Need different approaches to solve a
particular problem formulation.
Thanks!!!

• Questions?
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Backup Slides

• Anomaly Detection Techniques

Using Bayesian Networks
• Typical Bayesian networks
– Aggregates information from different variables and provide
an estimate of the expectancy that event belong to one of
normal or anomalous classes [Baker99, Das07]
• Naïve Bayesian classifiers
– Incorporate prior probabilities into a reasoning model that
classifies an event as normal or anomalous based on
observed properties of the event and prior probabilities
[Sebyala02, Kruegel03]
• Pseudo-Bayes estimators [Barbara01]
– I stage: learn prior and posterior of unseen anomalies from
the training data
– II stage: use Naive Bayes classifier to classify the instances
into normal instances, known anomalies and new anomalies