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Change-point detection schemes, which represent one type of anomaly detection schemes, are a promising approach for detecting network anomalies, such as attacks and epidemics by unknown viruses and worms. These events are detected as change-points. However, the schemes generally also detect false-positive change-points caused by other events, such as improper parameter setting of detectors. Therefore, there is a requirement for a scheme that detects only true-positive change-points caused by attacks and epidemics by unknown viruses and worms. The true-positive change-points tend to occur simultaneously and intensively in very large numbers, while the false-positive change-points tend to occur independently.
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