  We propose a novel and efficient method, that we shall call TopRank in the
following paper, for detecting change-points in high-dimensional data. This
issue is of growing concern to the network security community since network
anomalies such as Denial of Service (DoS) attacks lead to changes in Internet
traffic. Our method consists of a data reduction stage based on record
filtering, followed by a nonparametric change-point detection test based on
$U$-statistics. Using this approach, we can address massive data streams and
perform anomaly detection and localization on the fly. We show how it applies
to some real Internet traffic provided by France-T\'el\'ecom (a French Internet
service provider) in the framework of the ANR-RNRT OSCAR project. This approach
is very attractive since it benefits from a low computational load and is able
to detect and localize several types of network anomalies. We also assess the
performance of the TopRank algorithm using synthetic data and compare it with
alternative approaches based on random aggregation.
