Our goal is to generate comprehensible and accurate models from multiple time series for anomaly detection. The models need to produce anomaly scores in an online manner for real-life monitoring tasks. We introduce three algorithms that work in a constructed feature space and evaluate them with a real data set from the NASA shuttle program. Our offline and online evaluations indicate that our algorithms can be more accurate than two existing algorithms.

We introduce an algorithm called LERAD that learns rules for finding rare events in nominal time-series data with long range dependencies. We use LERAD to find anomalies in network packets and TCP sessions to detect novel intrusions. We evaluated LERAD on the 1999 DARPA/Lincoln Laboratory intrusion detection evaluation data set and on traffic collected in a university departmental server environment.

Traditional intrusion detection systems (IDS) detect attacks by comparing current behavior to signatures of known attacks. One main drawback is the inability of detecting new attacks which do not have known signatures. In this paper we propose a learning algorithm that constructs models of normal behavior from attack-free network traffic. Behavior that deviates from the learned normal model signals possible novel attacks. Our IDS is unique in two respects. First, it is nonstationary, modeling probabilities based on the time since the last event rather than on average rate. This prevents alarm floods. Second, the IDS learns protocol vocabularies (at the data link through application layers) in order to detect unknown attacks that attempt to exploit implementation errors in poorly tested features of the target software. On the 1999 DARPA IDS evaluation data set [9], we detect 70 of 180 attacks (with 100 false alarms), about evenly divided between user behavioral anomalies (IP addresses and ports, as modeled by most other systems) and protocol anomalies. Because our methods are unconventional there is a significant non-overlap of our IDS with the original DARPA participants, which implies that they could be combined to increase coverage.