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Non-Euclidean Models for Fraud Detection in Irregular Temporal Data Environments

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摘要 Traditional anomaly detection methods often assume that data points are independent or exhibit regularly structured relationships,as in Euclidean data such as time series or image grids.However,real-world data frequently involve irregular,interconnected structures,requiring a shift toward non-Euclidean approaches.This study introduces a novel anomaly detection framework designed to handle non-Euclidean data by modeling transactions as graph signals.By leveraging graph convolution filters,we extract meaningful connection strengths that capture relational dependencies often overlooked in traditional methods.Utilizing the Graph Convolutional Networks(GCN)framework,we integrate graph-based embeddings with conventional anomaly detection models,enhancing performance through relational insights.Ourmethod is validated on European credit card transaction data,demonstrating its effectiveness in detecting fraudulent transactions,particularly thosewith subtle patterns that evade traditional,amountbased detection techniques.The results highlight the advantages of incorporating temporal and structural dependencies into fraud detection,showcasing the robustness and applicability of our approach in complex,real-world scenarios.
出处 《Computers, Materials & Continua》 2026年第4期1771-1787,共17页 计算机、材料和连续体(英文)
基金 supported by the National Research Foundation of Korea(NRF)funded by the Korea government(RS-2023-00249743) Additionally,this research was supported by the Global-Learning&Academic Research Institution for Master’s,PhD Students,and Postdocs(LAMP)Program of the National Research Foundation of Korea(NRF)grant funded by the Ministry of Education(RS-2024-00443714) This research was also supported by the“Research Base Construction Fund Support Program”funded by Jeonbuk National University in 2025.
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