Developing an Unsupervised Real-time Anomaly Detection Scheme for Time Series with Multi-seasonality
University of Warwick（华威大学）；South China University of Technology（华南理工大学）；Research Institute of Worldwide Byte Information Security（环球字节信息安全研究院）；University of Birmingham（伯明翰大学）
Wentai Wu, Ligang He, Weiwei Lin, Yi Su, Yuhua Cui, Carsten Maple, Stephen Jarvis
备注：
14 pages, 11 figures. IEEE Transactions on Knowledge and Data Engineering (2020)
On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources and the variety of demands make this task more challenging than ever. Firstly, the rapid increase in unlabeled data means supervised learning is becoming less suitable in many cases. Secondly, a large portion of time series data have complex seasonality features. Thirdly, on-line anomaly detection needs to be fast and reliable. In light of this, we have developed a prediction-driven, unsupervised anomaly detection scheme, which adopts a backbone model combining the decomposition and the inference of time series data. Further, we propose a novel metric, Local Trend Inconsistency (LTI), and an efficient detection algorithm that computes LTI in a real-time manner and scores each data point robustly in terms of its probability of being anomalous. We have conducted extensive experimentation to evaluate our algorithm with several datasets from both public repositories and production environments. The experimental results show that our scheme outperforms existing representative anomaly detection algorithms in terms of the commonly used metric, Area Under Curve (AUC), while achieving the desired efficiency.
North Carolina State University（北卡罗来纳州立大学）；Intuit AI（Intuit 人工智能）
Robust Anomaly Detection (AD) on time series data is a key component for monitoring many complex modern systems. These systems typically generate high-dimensional time series that can be highly noisy, seasonal, and inter-correlated. This paper explores some of the challenges in such data, and proposes a new approach that makes inroads towards increased robustness on seasonal and contaminated data, while providing a better root cause identification of anomalies. In particular, we propose the use of Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN) that extends recent advance…
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Anomaly detection has been considered under several extents of prior knowledge. Unsupervised methods do not require any labelled data, whereas semi-supervised methods leverage some known anomalies. Inspired by mixture-of-experts models and the analysis of the hidden activations of neural networks, we introduce a novel data-driven anomaly detection method called ARGUE. Our method is not only applicable to unsupervised and semi-supervised environments, but also profits from prior knowledge of self-supervised settings. We designed ARGUE as a combination of dedicated expert networks, which special…
Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究院）
Fraud in healthcare is widespread, as doctors could prescribe unnecessary treatments to increase bills. Insurance companies want to detect these anomalous fraudulent bills and reduce their losses. Traditional fraud detection methods use expert rules and manual data processing. Recently, machine learning techniques automate this process, but hand-labeled data is extremely costly and usually out of date. We propose a machine learning model that automates fraud detection in an unsupervised way. Two deep learning approaches include LSTM neural network for prediction next patient visit and a seq2se…
Shanghai Jiao Tong University（上海交通大学）；University of Texas at Austin（德克萨斯大学奥斯汀分校）
Surrogate task based methods have recently shown great promise for unsupervised image anomaly detection. However, there is no guarantee that the surrogate tasks share the consistent optimization direction with anomaly detection. In this paper, we return to a direct objective function for anomaly detection with information theory, which maximizes the distance between normal and anomalous data in terms of the joint distribution of images and their representation. Unfortunately, this objective function is not directly optimizable under the unsupervised setting where no anomalous data is provided …
Columbia University（哥伦比亚大学）；Facebook Data Engineering（Facebook数据工程）
Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and clustering problems, but has not seen as much research in the context of outlier detection. Existing methods focus on combining output scores of individual detectors, but this leads to outputs that are not easily interpretable. In this paper, we introduce a theoretical foundation for combining individual detectors with Bayesian classifier combination. Not only are p…
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NTT Communication Science Laboratories（NTT通信科学实验室）；NTT Software Innovation Center（NTT软件创新中心）
We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection methods have been proposed, they cannot handle inexact anomaly labels. To measure the performance with inexact anomaly labels, we define the inexact AUC, which is our extension of the area under the ROC curve (AUC) for inexact labels. The proposed method trains an anomaly score function so that the smooth approximation of the inexact AUC increases while anom…
Dimensionality reduction is a crucial first step for many unsupervised learning tasks including anomaly detection and clustering. Autoencoder is a popular mechanism to accomplish dimensionality reduction. In order to make dimensionality reduction effective for high-dimensional data embedding nonlinear low-dimensional manifold, it is understood that some sort of geodesic distance metric should be used to discriminate the data samples. Inspired by the success of geodesic distance approximators such as ISOMAP, we propose to use a minimum spanning tree (MST), a graph-based algorithm, to approximat…
University of Bologna（博洛尼亚大学）；CINECA consorzio interuniversitario（CINECA大学间联盟）；ETH（苏黎世联邦理工学院）
The increasing complexity of modern high-performance computing (HPC) systems necessitates the introduction of automated and data-driven methodologies to support system administrators' effort toward increasing the system's availability. Anomaly detection is an integral part of improving the availability as it eases the system administrator's burden and reduces the time between an anomaly and its resolution. However, current state-of-the-art (SoA) approaches to anomaly detection are supervised and semi-supervised, so they require a human-labelled dataset with anomalies - this is often impractica…
North Carolina State University（北卡罗来纳州立大学）；Intuit Inc.（财捷公司）
Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and noisy. This paper presents a novel unsupervised deep learning architecture for multivariate time series anomaly detection, called Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN). It extends recent advancements in GANs with adoption of convolutional-LSTM layers and an attention mechanism to produce state-of-the-art performance. We condu…
University of Maryland College Park（马里兰大学帕克分校）；IBM Research（IBM研究院）
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This paper proposes an unsupervised anomaly detection technique for image-based plant disease diagnosis. The construction of large and publicly available datasets containing labeled images of healthy and diseased crop plants led to growing interest in computer vision techniques for automatic plant disease diagnosis. Although supervised image classifiers based on deep learning can be a powerful tool for plant disease diagnosis, they require a huge amount of labeled data. The data mining technique of anomaly detection includes unsupervised approaches that do not require rare samples for training…
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Korea Advanced Institute of Science and Technology (KAIST)（韩国科学技术院）；Harvard University（哈佛大学）
In this paper, we propose Normality-Calibrated Autoencoder (NCAE), which can boost anomaly detection performance on the contaminated datasets without any prior information or explicit abnormal samples in the training phase. The NCAE adversarially generates high confident normal samples from a latent space having low entropy and leverages them to predict abnormal samples in a training dataset. NCAE is trained to minimise reconstruction errors in uncontaminated samples and maximise reconstruction errors in contaminated samples. The experimental results demonstrate that our method outperforms sha…
Warsaw University of Technology（华沙理工大学）；TECNALIA（泰克纳利亚）；University of the Basque Country (UPV/EHU)（巴斯克大学(UPV/EHU)）
Unsupervised anomaly discovery in stream data is a research topic with many practical applications. However, in many cases, it is not easy to collect enough training data with labeled anomalies for supervised learning of an anomaly detector in order to deploy it later for identification of real anomalies in streaming data. It is thus important to design anomalies detectors that can correctly detect anomalies without access to labeled training data. Our idea is to adapt the Online evolving Spiking Neural Network (OeSNN) classifier to the anomaly detection task. As a result, we offer an Online e…
University of Bucharest（布加勒斯特大学）；The Research Institute of the University of Bucharest (ICUB)（布加勒斯特大学研究院（ICUB））
We investigate the possibilities of employing dictionary learning to address the requirements of most anomaly detection applications, such as absence of supervision, online formulations, low false positive rates. We present new results of our recent semi-supervised online algorithm, TODDLeR, on a anti-money laundering application. We also introduce a novel unsupervised method of using the performance of the learning algorithm as indication of the nature of the samples.
Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could be valuable. In this paper, we have evaluated and compared the performance of popular algorithms from domains of Machine Learning and Statistics in detecting anomalies on both offline data as well as real time data. Our aim is to come up with an algorithm which can handle all types of seasonal and non-seasonal data effectively and is fast enough to be of pr…
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Many real-world monitoring and surveillance applications require non-trivial anomaly detection to be run in the streaming model. We consider an incremental-learning approach, wherein a deep-autoencoding (DAE) model of what is normal is trained and used to detect anomalies at the same time. In the detection of anomalies, we utilise a novel thresholding mechanism, based on value at risk (VaR). We compare the resulting convolutional neural network (CNN) against a number of subspace methods, and present results on changedetection net.
Anomaly detection in images plays a significant role for many applications across all industries, such as disease diagnosis in healthcare or quality assurance in manufacturing. Manual inspection of images, when extended over a monotonously repetitive period of time is very time consuming and can lead to anomalies being overlooked.Artificial neural networks have proven themselves very successful on simple, repetitive tasks, in some cases even outperforming humans. Therefore, in this paper we investigate different methods of deep learning, including supervised and unsupervised learning, for anom…
Anomalies in time-series provide insights of critical scenarios across a range of industries, from banking and aerospace to information technology, security, and medicine. However, identifying anomalies in time-series data is particularly challenging due to the imprecise definition of anomalies, the frequent absence of labels, and the enormously complex temporal correlations present in such data. The LSTM Autoencoder is an Encoder-Decoder scheme for Anomaly Detection based on Long Short Term Memory Networks that learns to reconstruct time-series behavior and then uses reconstruction error to i…
University of Granada（格拉纳达大学）；ArcelorMittal Global R&D（安赛乐米塔尔全球研发中心）
The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive maintenance is a special case, where the anomaly represents a failure that must be prevented. Related time-series research as outlier and novelty detection or time-series classification does not apply to the concept of an anomaly in this field, because they are not single points which have not been seen previously and may not be precisely annotated. Moreover, due to…
Context-Aware Graph Attention for Unsupervised Telco Anomaly Detection
Telenor Research and Innovation（Telenor研究与创新）；Norwegian Research Council（挪威研究理事会）；Telenor Denmark OSS & Tech Analytics Denmark（Telenor丹麦OSS与技术分析丹麦）；Norwegian University of Science and Technology (NTNU)（挪威科学与技术大学（NTNU））；SINTEF Digital（SINTEF数字技术）；Hance
Telefónica（西班牙电信）；Universidad Politécnica de Madrid（马德里理工大学）
OneClass SVM is a popular method for unsupervised anomaly detection. As many other methods, it suffers from the black box problem: it is difficult to justify, in an intuitive and simple manner, why the decision frontier is identifying data points as anomalous or non anomalous. Such type of problem is being widely addressed for supervised models. However, it is still an uncharted area for unsupervised learning. In this paper, we evaluate several rule extraction techniques over OneClass SVM models, as well as present alternative designs for some of those algorithms. Together with that, we propos…
Applied AI Institute, Deakin University（迪肯大学应用人工智能研究所）
Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on two-way data, in which a data matrix is observed at each time step. Leveraging recent advances in matrix-native recurrent neural networks, we investigated strategies for data arrangement and unsupervised training for temporal multiway anomaly detection. These include compressing-decompressing, encoding-predicting, and temporal data differencing. We conducted a co…
College of Intelligence and Computing, Tianjin University, Tianjin, China（智能与计算学院，天津大学，天津，中国）；School of New Media and Communication, Tianjin University, Tianjin, China（新媒体与传播学院，天津大学，天津，中国）
