Discussion on ‘Detection of intrusions in information systems by sequential change-point methods’ by Tartakovsky, Rozovskii, Blažek, and Kim |
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| Authors: | Shelemyahu Zacks |
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| Institution: | aDepartment of Mathematical Sciences, Binghamton University, PO Box 6000, Binghamton, NY 13902-6000, USA |
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| Abstract: | The discussion points on the inadequacy of the ARL as an index of efficiency of a detection procedure for change points. It is shown that the FAR=1/ARL might be small, while the probability of false alarm (PFA) is at the same time considerable. This is illustrated with simulation runs, using the Shiryayev–Roberts detection procedure. The need to develop procedures based on continuous monitoring is also mentioned. |
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