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arXiv 2305.04468cs.LGcs.AI

AnomalyBERT:基于数据退化方案的自监督Transformer时间序列异常检测

AnomalyBERT: Self-Supervised Transformer for Time Series Anomaly Detection using Data Degradation Scheme

Seoul National University(首尔大学)

Yungi Jeong, Eunseok Yang, Jung Hyun Ryu, Imseong Park, Myungjoo Kang

AI总结:

AnomalyBERT提出基于数据退化方案的自监督Transformer,通过合成离群值替换输入数据训练模型,有效检测多元时间序列异常,在五个真实基准上超越现有方法。

摘要:

现实情境中的机械缺陷会影响观测值,并在多元时间序列(如传感器值或网络数据)中引起异常。要感知此类数据中的异常,同时理解时间上下文和变量间的相互关系至关重要。时间序列的异常检测任务,尤其是针对未标记数据的检测,一直是一个具有挑战性的问题,我们通过将合适的数据退化方案应用于自监督模型训练来解决这一问题。我们定义了四种类型的合成离群值,并提出了一种退化方案,其中一部分输入数据被替换为一种合成离群值。受自注意力机制的启发,我们设计了一种基于Transformer的架构,以高效地识别时间上下文并检测异常序列。我们的模型将多元数据点转换为具有相对位置偏置的时间表示,并从这些表示中产生异常分数。我们的方法AnomalyBERT展示了检测复杂时间序列中异常的强大能力,并在五个真实世界基准上超越了先前的最先进方法。我们的代码可在https://github.com/Jhryu30/AnomalyBERT获取。

英文摘要:

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal context and interrelation between variables simultaneously. The anomaly detection task for time series, especially for unlabeled data, has been a challenging problem, and we address it by applying a suitable data degradation scheme to self-supervised model training. We define four types of synthetic outliers and propose the degradation scheme in which a portion of input data is replaced with one of the synthetic outliers. Inspired by the self-attention mechanism, we design a Transformer-based architecture to recognize the temporal context and detect unnatural sequences with high efficiency. Our model converts multivariate data points into temporal representations with relative position bias and yields anomaly scores from these representations. Our method, AnomalyBERT, shows a great capability of detecting anomalies contained in complex time series and surpasses previous state-of-the-art methods on five real-world benchmarks. Our code is available at https://github.com/Jhryu30/AnomalyBERT.

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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