Improved incremental local outlier detection for data streams based on the landmark window model

Most existing algorithms of anomaly detection are suitable for static data where all data are available during detection but are incapable of handling dynamic data streams. In this study, we proposed an improved iLOF (incremental local outlier factor) algorithm based on the landmark window model, which provides an efficient method for anomaly detection in data streams and outperforms conventional methods. What is more, data windows as updating units are introduced to reduce the false alarm rate, and multiple tests are taken here to identify candidate anomalies and real anomalies. The improved iLOF shows its obvious advantage with its false positive rate. Furthermore, the proposed algorithm instantly deletes data points of identified real anomalies. We analyzed the performance of the improved algorithm and the sensitivity of certain parameters via empirical experiments using synthetic and real data sets. The experimental results demonstrate that the proposed improved algorithm achieved better performance on the higher detection rate and the lower false alarm rate compared with the original iLOF algorithm and its improvements.