%0 Journal Article %A Fatimah Almah Saaid and Darfiana Nur and Robert King %D 2012 %J International Journal of Mathematical and Computational Sciences %B World Academy of Science, Engineering and Technology %I Open Science Index 65, 2012 %T SDVAR Algorithm for Detecting Fraud in Telecommunications %U https://publications.waset.org/pdf/8767 %V 65 %X This paper presents a procedure for estimating VAR using Sequential Discounting VAR (SDVAR) algorithm for online model learning to detect fraudulent acts using the telecommunications call detailed records (CDR). The volatility of the VAR is observed allowing for non-linearity, outliers and change points based on the works of [1]. This paper extends their procedure from univariate to multivariate time series. A simulation and a case study for detecting telecommunications fraud using CDR illustrate the use of the algorithm in the bivariate setting. %P 549 - 555