To detect anomaly timely and precisely in high-speed network
an algorithm
named DA-MTS(detecting anomaly on multi-time-scale synchronously)
was proposed.Firstly
pre-process the time series of traffic with non-decimated Haar wavelet transform to produce detail signals
which approximately follow Gaussian white noise.Then detect anomaly based on "3σ" principal of normal distribution.Analysis and experiments reveal that this algorithm can detect anomaly on several time-scales recursively without delay