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arXiv 2207.01472cs.LGcs.AI

深度对比单类时间序列异常检测

Deep Contrastive One-Class Time Series Anomaly Detection

Beihang University(北京航空航天大学);University of New South Wales(新南威尔士大学);Hangzhou Innovation Institute, Beihang University(北京航空航天大学杭州创新研究院);China University of Geosciences in Beijing(中国地质大学(北京))

Rui Wang, Chongwei Liu, Xudong Mou, Kai Gao, Xiaohui Guo, Pin Liu, Tianyu Wo, Xudong Liu

AI总结:

本文提出COCA方法,将原始与重构表示作为无负样本对比学习的正样本对,并结合不变性项与方差项构建对比单类损失函数,以克服单一正态性假设和两阶段方法的局限,在真实时间序列数据集上取得最先进异常检测性能。

摘要:

时间序列数据的积累和标签的缺失使时间序列异常检测(AD)成为一项自监督深度学习任务。基于单一正态性假设的方法只能揭示整体正态性的某一方面,无法胜任涉及大量异常的任务。具体而言,对比学习(CL)方法会使负样本对彼此远离,而其中许多负样本对由两个正常样本组成,从而降低了异常检测性能。现有的基于多重正态性假设的方法通常分为两个阶段,首先通过某些目标可能与异常检测不同的任务进行预训练,这限制了它们的性能。为克服这些缺点,作者提出了一种深度对比单类时间序列异常检测方法(COCA),遵循对比学习和单类分类的正态性假设。该方法将原始表示和重构表示视为无负样本对比学习的正样本对,即“序列对比”。接下来,不变性项和方差项组成一个对比单类损失函数,其中假设的损失通过不变性项同时优化,并通过方差项防止“超球面坍缩”。此外,在两个真实世界时间序列数据集上的大量实验表明,所提出的方法取得了最先进的优越性能。

英文摘要:

The accumulation of time-series data and the absence of labels make time-series Anomaly Detection (AD) a self-supervised deep learning task. Single-normality-assumption-based methods, which reveal only a certain aspect of the whole normality, are incapable of tasks involved with a large number of anomalies. Specifically, Contrastive Learning (CL) methods distance negative pairs, many of which consist of both normal samples, thus reducing the AD performance. Existing multi-normality-assumption-based methods are usually two-staged, firstly pre-training through certain tasks whose target may differ from AD, limiting their performance. To overcome the shortcomings, a deep Contrastive One-Class Anomaly detection method of time series (COCA) is proposed by authors, following the normality assumptions of CL and one-class classification. It treats the original and reconstructed representations as the positive pair of negative-sample-free CL, namely "sequence contrast". Next, invariance terms and variance terms compose a contrastive one-class loss function in which the loss of the assumptions is optimized by invariance terms simultaneously and the "hypersphere collapse" is prevented by variance terms. In addition, extensive experiments on two real-world time-series datasets show the superior performance of the proposed method achieves state-of-the-art.

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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