摘要翻译：
不断增长的数据量和速度，加上终端用户的注意力持续减少，突出了对实时分析的关键需求。在这方面，异常检测作为一种应用和验证数据保真度的手段起着关键的作用。尽管异常检测在天文学、统计学、制造业、计量经济学、市场营销学等众多学科中已经研究了100多年，但现有的大多数技术都不能用于实时数据流。此外，由于缺乏对生产数据集的实时性和精确度方面的性能表征，使得模型选择非常具有挑战性。为此，我们针对实时流数据，对异常检测技术进行了深入的分析。鉴于实时性和准确性的要求，本文的分析可以作为选择最佳异常检测技术的指导。据我们所知，这是第一次在非常多样化的领域中提出的异常检测技术，使用了与广泛的应用领域相对应的生产数据集。
---
英文标题：
《On the Runtime-Efficacy Trade-off of Anomaly Detection Techniques for
  Real-Time Streaming Data》
---
作者：
Dhruv Choudhary, Arun Kejariwal, Francois Orsini
---
最新提交年份：
2017
---
分类信息：

一级分类：Statistics        统计学
二级分类：Machine Learning        机器学习
分类描述：Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文（监督，无监督，半监督学习，图形模型，强化学习，强盗，高维推理等）与统计或理论基础
--
一级分类：Computer Science        计算机科学
二级分类：Information Retrieval        信息检索
分类描述：Covers indexing, dictionaries, retrieval, content and analysis. Roughly includes material in ACM Subject Classes H.3.0, H.3.1, H.3.2, H.3.3, and H.3.4.
涵盖索引，字典，检索，内容和分析。大致包括ACM主题课程H.3.0、H.3.1、H.3.2、H.3.3和H.3.4中的材料。
--
一级分类：Computer Science        计算机科学
二级分类：Machine Learning        机器学习
分类描述：Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文（有监督的，无监督的，强化学习，强盗问题，等等），包括健壮性，解释性，公平性和方法论。对于机器学习方法的应用，CS.LG也是一个合适的主要类别。
--
一级分类：Electrical Engineering and Systems Science        电气工程与系统科学
二级分类：Signal Processing        信号处理
分类描述：Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用，包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、（生物）医学、图像、视频和多模态自然和人为信号，包括通信信号和数据。感兴趣的主题包括：统计信号处理、谱估计和系统辨识；滤波器设计；自适应滤波/随机学习；（压缩）采样、传感和变换域方法，包括快速算法；用于机器学习的信号处理和用于信号处理应用的机器学习；网络与图形信号处理；信号处理中的凸和非凸优化方法；雷达、声纳和传感器阵列波束形成和测向；通信信号处理；低功耗、多核、片上系统信号处理；信息物理系统的传感、通信、分析和优化，如电网和物联网。
--

---
英文摘要：
  Ever growing volume and velocity of data coupled with decreasing attention span of end users underscore the critical need for real-time analytics. In this regard, anomaly detection plays a key role as an application as well as a means to verify data fidelity. Although the subject of anomaly detection has been researched for over 100 years in a multitude of disciplines such as, but not limited to, astronomy, statistics, manufacturing, econometrics, marketing, most of the existing techniques cannot be used as is on real-time data streams. Further, the lack of characterization of performance -- both with respect to real-timeliness and accuracy -- on production data sets makes model selection very challenging. To this end, we present an in-depth analysis, geared towards real-time streaming data, of anomaly detection techniques. Given the requirements with respect to real-timeliness and accuracy, the analysis presented in this paper should serve as a guide for selection of the "best" anomaly detection technique. To the best of our knowledge, this is the first characterization of anomaly detection techniques proposed in very diverse set of fields, using production data sets corresponding to a wide set of application domains.
---
PDF链接：
https://arxiv.org/pdf/1710.04735