zhangxianglive88 / libspot

Born to flag outliers

libspot

Introduction

libspot is a C++ library which aims to detect anomalies in univariate streaming data. This work is based on the KDD17 publication:

Siffer, A., Fouque, P. A., Termier, A., & Largouet, C. (2017, August). Anomaly Detection in Streams with Extreme Value Theory. In Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (pp. 1067-1075). ACM.

Github pages : https://asiffer.github.io/libspot/

Details

main algorithms

• SPOT algorithm (detect anomalies in stationary data streams)
• DSPOT algorithm (detect anomalies in drifting data streams)

other resources

• GPDfit(fit data to a Generalized Pareto Distribution)
• StreamStats (compute basic statistics over sliding window)

Install

The most simple way to install the library is to add my ppa and let your package manager do the job:

$ add-apt-repository ppa:asiffer/libspot
$ apt-get update
$ apt-get install libspot-dev

Otherwise, you can clone the repository and install it manually:

$ make
$ sudo make install

In order to build the library (lib/libspot.so), use make in the main directory. To install the library on your system you can either move by yourself the library file and the headers to the right folder or set the paths in the installation step:

$ make install INSTALL_HEAD_DIR=... INSTALL_LIB_DIR=...

The default paths are /usr/include/ for the headers and /usr/lib/ for the library. After that, you can test the SPOT algorithm with make test.

Python

The python3 bindings are also available on my github.

Next

I am currently integrating the SPOT algorithm within an IDS (Bro)