New Anomaly Detection Method based on the Multivariate Generalized Pareto Distributions
Article Properties
-
LanguageEnglish
-
DOI (url)
-
Publication Date2023/06/15
-
Journal
-
Indian UGC (journal)
-
Refrences24
-
Ryo Nezaki Chuo University
-
Hideki Nagatsuka Chuo University
Cite
Nezaki, Ryo, and Hideki Nagatsuka. “New Anomaly Detection Method Based on the Multivariate Generalized Pareto Distributions”. Total Quality Science, vol. 8, no. 2, 2023, pp. 89-99, https://doi.org/10.17929/tqs.8.89.
Nezaki, R., & Nagatsuka, H. (2023). New Anomaly Detection Method based on the Multivariate Generalized Pareto Distributions. Total Quality Science, 8(2), 89-99. https://doi.org/10.17929/tqs.8.89
Nezaki R, Nagatsuka H. New Anomaly Detection Method based on the Multivariate Generalized Pareto Distributions. Total Quality Science. 2023;8(2):89-9.
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Multivariate Statistical Process Control Using LASSO | Journal of the American Statistical Association |
| 157 | 2009 |
| A Multivariate Change-Point Model for Statistical Process Control | Technometrics |
| 81 | 2006 |
Extreme value theory for anomaly detection – the GPD classifier | Extremes |
| 8 | 2020 |
| Likelihood Ratio Tests for a Change in the Multivariate Normal Mean | Journal of the American Statistical Association |
| 54 | 1986 |
| Markov chain models for threshold exceedances | Biometrika |
| 109 | 1997 |