A Vine Copula Model for Predicting the Effectiveness of Cyber Defense Early-Warning

作者: Lei Hua , Shouhuai Xu , Maochao Xu

DOI: 10.1080/00401706.2016.1256841

关键词:

摘要: abstractInternet-based computer information systems play critical roles in many aspects of modern society. However, these are constantly under cyber attacks that can cause catastrophic consequences. To defend effectively, it is necessary to measure and predict the effectiveness defense mechanisms. In this article, we investigate how an important mechanism known as early-warning. This turns out be a challenging problem because must accommodate dependence among certain four-dimensional time series. course using dataset demonstrate prediction methodology, discovered new nonexchangeable rotationally symmetric structure, which may independent value. We propose vine copula model newly show early-warning more accurately than others. also discus...

参考文章(41)
Ekta Gandotra, Divya Bansal, Sanjeev Sofat, Computational Techniques for Predicting Cyber Threats Advances in Intelligent Systems and Computing. pp. 247- 253 ,(2015) , 10.1007/978-81-322-2012-1_26
Yu-Zhong Chen, Zi-Gang Huang, Shouhuai Xu, Ying-Cheng Lai, Correction: Spatiotemporal Patterns and Predictability of Cyberattacks PLOS ONE. ,vol. 10, pp. e0131501- ,(2015) , 10.1371/JOURNAL.PONE.0131501
C. Ishida, Y. Arakawa, I. Sasase, K. Takemori, Forecast techniques for predicting increase or decrease of attacks using Bayesian inference pacific rim conference on communications, computers and signal processing. pp. 450- 453 ,(2005) , 10.1109/PACRIM.2005.1517323
Carmen Fernández, Mark F. J. Steel, On Bayesian Modeling of Fat Tails and Skewness Journal of the American Statistical Association. ,vol. 93, pp. 359- 371 ,(1998) , 10.1080/01621459.1998.10474117
Andrew J. Patton, Copula-Based Models for Financial Time Series Research Papers in Economics. pp. 767- 785 ,(2009) , 10.1007/978-3-540-71297-8_34
Christian Genest, Kilani Ghoudi, Louis-Paul Rivest, None, “Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998 The North American Actuarial Journal. ,vol. 2, pp. 143- 149 ,(1998) , 10.1080/10920277.1998.10595749
K.C. Claffy, H.-W. Braun, G.C. Polyzos, A parameterizable methodology for Internet traffic flow profiling IEEE Journal on Selected Areas in Communications. ,vol. 13, pp. 1481- 1494 ,(1995) , 10.1109/49.464717
Kjersti Aas, Claudia Czado, Arnoldo Frigessi, Henrik Bakken, Pair-copula constructions of multiple dependence Insurance: Mathematics and Economics. ,vol. 44, pp. 182- 198 ,(2009) , 10.1016/J.INSMATHECO.2007.02.001
Tim Bedford, Roger M. Cooke, Vines: A new graphical model for dependent random variables Annals of Statistics. ,vol. 30, pp. 1031- 1068 ,(2002) , 10.1214/AOS/1031689016