arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2401.03341cs.LGstat.ML
收藏

弱增强变分自编码器在时间序列异常检测中的应用

Weakly Augmented Variational Autoencoder in Time Series Anomaly Detection

University of Technology Sydney(悉尼科技大学);Macquarie University(麦考瑞大学);Tongji University(同济大学)

Zhangkai Wu, Longbing Cao, Qi Zhang, Junxian Zhou, Hui Chen

AI总结:

针对时间序列异常检测中数据稀缺导致潜在空间不连续及重构非鲁棒的问题,提出一种结合变分自编码器与自监督学习的新型生成框架。

摘要:

由于其无监督训练和不确定性估计,深度变分自编码器(VAEs)已成为基于重构的时间序列异常检测(TSAD)的强大工具。现有的基于VAE的TSAD方法,无论是统计方法还是深度方法,都会调整元先验来估计似然概率,以有效捕捉数据中的时空依赖性。然而,这些方法面临固有数据稀缺的挑战,这在异常检测任务中很常见。这种稀缺性容易导致潜在空洞,即潜在空间中的不连续区域,从而在这些不连续空间上产生非鲁棒的重构。为了解决这个问题,我们提出了一种结合VAEs和自监督学习(SSL)的新型生成框架。

英文摘要:

Due to their unsupervised training and uncertainty estimation, deep Variational Autoencoders (VAEs) have become powerful tools for reconstruction-based Time Series Anomaly Detection (TSAD). Existing VAE-based TSAD methods, either statistical or deep, tune meta-priors to estimate the likelihood probability for effectively capturing spatiotemporal dependencies in the data. However, these methods confront the challenge of inherent data scarcity, which is often the case in anomaly detection tasks. Such scarcity easily leads to latent holes, discontinuous regions in latent space, resulting in non-robust reconstructions on these discontinuous spaces. We propose a novel generative framework that combines VAEs with self-supervised learning (SSL) to address this issue.

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。

↑