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This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication.IEEE TRANSACTIONS ON DEPEDABLE AND SECURE COMPUTINGTP - FP Spread andAccuracy (%)806040200SP_OA SP_ST AC_OA AC_ST0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0Malicious Transaction Distribution Mean6(b)Figure 6. Performance variation of the two systems (OA and ST) with Mean (μ) of MaliciousTransaction Distribution for the Spending Profile (70 20 10) (a) TP and FP (b) TP-FP spread (SP)and Accuracy (AC)80TP_OA TP_ST FP_OA FP_STTP and FP (%)60402000.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0Malicious Transaction Distribution Mean7(a)27
This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication.IEEE TRANSACTIONS ON DEPEDABLE AND SECURE COMPUTINGTP - FP Spread andAccuracy (%)100806040200SP_OA SP_ST AC_OA AC_ST0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0Malicious Transaction Distribution Mean7(b)Figure 7. Performance variation of the two systems (OA and ST) with Mean (μ) of MaliciousTransaction Distribution for the Spending Profile (55 35 10) (a) TP and FP (b) TP-FP spread (SP)and Accuracy (AC)There are a number of interesting observations from the above two sets of figures. The firstobservation is that, TP falls and FP rises for both the approaches, as transactions no longerremain strictly low spending in nature. However, the FP rate of ST rises sharply although the TPrate does not degrade to a great extent. On the other hand, for our approach, FP rate remains lowwhile there is a graceful degradation of the TP rate. As a result, the Accuracy of the proposedsystem remains close to 80% for all the above settings. Accuracy of Stolfo et al’s approach fallsdrastically to about 60% for (55 35 10). Thus, our approach has 15-20% better Accuracy. WhileTP-FP values are close for the profile (70 20 10), there is more than 15% difference in TP-FP forthe profile (55 35 10) with our approach performing better.In Figures 8(a)-(b) we show the performance of the two approaches when the profile ismixed, which means that all the three ranges of transactions are equi-probable. It is seen that theFP of the ST method has gone up sharply. In fact, FP is even higher than TP. As a result, themean accuracy has dropped below 40%. Our approach shows a fall in TP but the FP has notdegraded a lot. As a result, the Accuracy of our system still remains around 80%. The TP-FP28
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