Multivariate Bayesian regression applied to the problem of network security

An Erratum has been published for this article in Journal of Forecasting 23(6): 461 (2004) . This paper examines the problem of intrusion in computer systems that causes major breaches or allows unauthorized information manipulation. A new intrusion‐detection system using Bayesian multivariate regression is proposed to predict such unauthorized invasions before they occur and to take further action. We develop and use a multivariate dynamic linear model based on a unique approach leaving the unknown observational variance matrix distribution unspecified. The result is simultaneous forecasting free of the Wishart limitations that is proved faster and more reliable. Our proposed system uses software agent technology. The distributed software agent environment places an agent in each of the computer system workstations. The agent environment creates a user profile for each user. Every user has his or her profile monitored by the agent system and according to our statistical model prediction is possible. Implementation aspects are discussed using real data and an assessment of the model is provided. Copyright © 2002 John Wiley & Sons, Ltd.