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arXiv 2108.08404cs.LG
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基于联邦变分学习的多元时间序列异常检测

Federated Variational Learning for Anomaly Detection in Multivariate Time Series

Air Force Research Laboratory(空军研究实验室);Embry-Riddle Aeronautical University(安柏瑞德航空大学)

Kai Zhang, Yushan Jiang, Lee Seversky, Chengtao Xu, Dahai Liu, Houbing Song

摘要:

网络化传感器和执行器产生的高维多变量时间序列数据的异常检测一直是一个具有挑战性的任务。除了这种时间序列的高度非线性、复杂性和动态性之外,缺乏标记数据阻碍了以监督的方式进行数据开发,从而阻止了对异常现象的准确检测。另一方面,在网络边缘收集的数据往往是隐私敏感的,并且数量很大,这可能会阻碍在主服务器上进行集中训练。为了解决这些问题,我们提出了一个无监督的时间序列异常检测框架,以联邦的方式持续监控网络中互连设备的行为,并对异常事件发出警报,以便在发生意外后果之前采取对策。具体而言,我们将分布在边缘的训练数据保留以学习基于卷积门控递归单元(ConvGRU)模型的共享变分自编码器(VAE),其联合捕获多变量时间序列数据中的特征和时间依赖性,用于表示学习和下游异常检测任务。三个真实世界的网络传感器数据集上的实验说明了我们的方法比其他国家的最先进的模型的优势。我们还进行了广泛的实验,以证明我们的检测框架下的非联邦和联邦设置的整体性能和检测延迟的有效性。

英文摘要:

Anomaly detection has been a challenging task given high-dimensional multivariate time series data generated by networked sensors and actuators in Cyber-Physical Systems (CPS). Besides the highly nonlinear, complex, and dynamic natures of such time series, the lack of labeled data impedes data exploitation in a supervised manner and thus prevents an accurate detection of abnormal phenomenons. On the other hand, the collected data at the edge of the network is often privacy sensitive and large in quantity, which may hinder the centralized training at the main server. To tackle these issues, we propose an unsupervised time series anomaly detection framework in a federated fashion to continuously monitor the behaviors of interconnected devices within a network and alerts for abnormal incidents so that countermeasures can be taken before undesired consequences occur. To be specific, we leave the training data distributed at the edge to learn a shared Variational Autoencoder (VAE) based on Convolutional Gated Recurrent Unit (ConvGRU) model, which jointly captures feature and temporal dependencies in the multivariate time series data for representation learning and downstream anomaly detection tasks. Experiments on three real-world networked sensor datasets illustrate the advantage of our approach over other state-of-the-art models. We also conduct extensive experiments to demonstrate the effectiveness of our detection framework under non-federated and federated settings in terms of overall performance and detection latency.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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