论文标题
加密货币时间序列中欺诈的异常检测
Anomaly Detection for Fraud in Cryptocurrency Time Series
论文作者
论文摘要
自2009年比特币成立以来,随着日常交易超过100亿美元,加密货币的市场已超出了初始预期。随着行业的自动化,自动欺诈探测器的需求变得非常明显。实时检测异常会阻止潜在的事故和经济损失。多元时间序列数据中的异常检测提出了一个特定的挑战,因为它需要同时考虑时间依赖性和变量之间的关系。实时识别异常并不是一件容易的任务,特别是因为他们观察到的确切的异常行为。某些点可能会呈现全球或局部异常行为,而其他点可能是由于其频率或季节性行为或由于趋势的变化而是异常的。在本文中,我们建议从特定帐户进行以太坊的实时交易,并调查了传统和新算法的各种不同算法。我们根据他们搜索的策略和异常行为对它们进行了分类,并表明当它们将它们捆绑在一起时,它们可以证明是一个很好的实时检测器,其警报时间不超过几秒钟,并且具有很高的信心。
Since the inception of Bitcoin in 2009, the market of cryptocurrencies has grown beyond initial expectations as daily trades exceed $10 billion. As industries become automated, the need for an automated fraud detector becomes very apparent. Detecting anomalies in real time prevents potential accidents and economic losses. Anomaly detection in multivariate time series data poses a particular challenge because it requires simultaneous consideration of temporal dependencies and relationships between variables. Identifying an anomaly in real time is not an easy task specifically because of the exact anomalistic behavior they observe. Some points may present pointwise global or local anomalistic behavior, while others may be anomalistic due to their frequency or seasonal behavior or due to a change in the trend. In this paper we suggested working on real time series of trades of Ethereum from specific accounts and surveyed a large variety of different algorithms traditional and new. We categorized them according to the strategy and the anomalistic behavior which they search and showed that when bundling them together to different groups, they can prove to be a good real-time detector with an alarm time of no longer than a few seconds and with very high confidence.