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HawkEye: A Real-Time Anomaly Detection System Satnam Singh

HawkEye : A Real-time Anomaly Detection System

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Page 1: HawkEye : A Real-time Anomaly Detection System

HawkEye: A Real-Time Anomaly Detection System

Satnam Singh

Page 2: HawkEye : A Real-time Anomaly Detection System

Use case: IT Infrastructure Monitoring

Page 3: HawkEye : A Real-time Anomaly Detection System

• Local Anomalies

• Global Anomalies

Anomaly Types: Demo

BaselineGlobal Anomaly

Number of Requests madeon Retail website

Tuesday Tuesday Tuesday

Page 4: HawkEye : A Real-time Anomaly Detection System

HawkEye: Anomaly Detection Framework

1. Data Stream

Complexity Estimator

2. Local Anomaly Detection

3. Global Anomaly Detection

4. AnomalySuppressionand Fusion

AlertsdB

Metricsdata

UserDashboard

Page 5: HawkEye : A Real-time Anomaly Detection System

Local Anomaly Detection

- Page’s Test- Parametric Models - One Class SVM- Kernel Density

Estimator- Ensemble of

Detectors

CPU

Baseline1

Baseline2

Anomaly1

Anomaly2

Anomaly3

Memory

µ +3σ-3σ

Page 6: HawkEye : A Real-time Anomaly Detection System

Local Anomaly Detection: Page’s Test

Process beginsat t = 75

Detectiondeclared at t = 80

h = 30

Test statistic 1max 0, ( )n n nS S g x

log likelihood ratio

Test statistic Sn is “clamped” at zero

( )( ) ln

( )K n

nH n

f xg x

f x

Page 7: HawkEye : A Real-time Anomaly Detection System

Local Anomaly Detection Results: Page’s Test

Page 8: HawkEye : A Real-time Anomaly Detection System

Seasonality Detection and Prediction

Time Series Models- ARMA

Page 9: HawkEye : A Real-time Anomaly Detection System

Summary• Real-time anomaly detection• Local anomalies + Global Anomalies• Anomaly suppression - alerts• Ensemble of detectors• Hyper-parameters tuning using multi-model

approach