Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userAnomaly Detection in Univariate Time-series: A Survey on the State-of-the-Art
301
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning algorithms have been developed to detect anomalies on time-series. Subsequently, researchers tried to improve these techniques using (deep) neural networks. In the light of the increasing number of anomaly detection methods, the body of research lacks a broad comparative evaluation of statistical, machine learning and deep learning methods. This paper studies 20 univariate anomaly detection methods from the all three categories. The evaluation is conducted on publicly available datasets, which serve as benchmarks for time-series anomaly detection. By analyzing the accuracy of each method as well as the computation time of the algorithms, we provide a thorough insight about the performance of these anomaly detection approaches, alongside some general notion of which method is suited for a certain type of data.
rate research
Read More
Large companies need to monitor various metrics (for example, Page Views and Revenue) of their applications and services in real time. At Microsoft, we develop a time-series anomaly detection service which helps customers to monitor the time-series continuously and alert for potential incidents on time. In this paper, we introduce the pipeline and algorithm of our anomaly detection service, which is designed to be accurate, efficient and general. The pipeline consists of three major modules, including data ingestion, experimentation platform and online compute. To tackle the problem of time-series anomaly detection, we propose a novel algorithm based on Spectral Residual (SR) and Convolutional Neural Network (CNN). Our work is the first attempt to borrow the SR model from visual saliency detection domain to time-series anomaly detection. Moreover, we innovatively combine SR and CNN together to improve the performance of SR model. Our approach achieves superior experimental results compared with state-of-the-art baselines on both public datasets and Microsoft production data.
In this paper, we use variational recurrent neural network to investigate the anomaly detection problem on graph time series. The temporal correlation is modeled by the combination of recurrent neural network (RNN) and variational inference (VI), while the spatial information is captured by the graph convolutional network. In order to incorporate external factors, we use feature extractor to augment the transition of latent variables, which can learn the influence of external factors. With the target function as accumulative ELBO, it is easy to extend this model to on-line method. The experimental study on traffic flow data shows the detection capability of the proposed method.
Time series anomalies can offer information relevant to critical situations facing various fields, from finance and aerospace to the IT, security, and medical domains. However, detecting anomalies in time series data is particularly challenging due to the vague definition of anomalies and said datas frequent lack of labels and highly complex temporal correlations. Current state-of-the-art unsupervised machine learning methods for anomaly detection suffer from scalability and portability issues, and may have high false positive rates. In this paper, we propose TadGAN, an unsupervised anomaly detection approach built on Generative Adversarial Networks (GANs). To capture the temporal correlations of time series distributions, we use LSTM Recurrent Neural Networks as base models for Generators and Critics. TadGAN is trained with cycle consistency loss to allow for effective time-series data reconstruction. We further propose several novel methods to compute reconstruction errors, as well as different approaches to combine reconstruction errors and Critic outputs to compute anomaly scores. To demonstrate the performance and generalizability of our approach, we test several anomaly scoring techniques and report the best-suited one. We compare our approach to 8 baseline anomaly detection methods on 11 datasets from multiple reputable sources such as NASA, Yahoo, Numenta, Amazon, and Twitter. The results show that our approach can effectively detect anomalies and outperform baseline methods in most cases (6 out of 11). Notably, our method has the highest averaged F1 score across all the datasets. Our code is open source and is available as a benchmarking tool.
Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major limitation is that they do not capture the relationships between different time-series explicitly, resulting in inevitable false alarms. In this paper, we propose a novel self-supervised framework for multivariate time-series anomaly detection to address this issue. Our framework considers each univariate time-series as an individual feature and includes two graph attention layers in parallel to learn the complex dependencies of multivariate time-series in both temporal and feature dimensions. In addition, our approach jointly optimizes a forecasting-based model and are construction-based model, obtaining better time-series representations through a combination of single-timestamp prediction and reconstruction of the entire time-series. We demonstrate the efficacy of our model through extensive experiments. The proposed method outperforms other state-of-the-art models on three real-world datasets. Further analysis shows that our method has good interpretability and is useful for anomaly diagnosis.
Graphs have been widely used to represent complex data in many applications. Efficient and effective analysis of graphs is important for graph-based applications. However, most graph analysis tasks are combinatorial optimization (CO) problems, which are NP-hard. Recent studies have focused a lot on the potential of using machine learning (ML) to solve graph-based CO problems. Most recent methods follow the two-stage framework. The first stage is graph representation learning, which embeds the graphs into low-dimension vectors. The second stage uses ML to solve the CO problems using the embeddings of the graphs learned in the first stage. The works for the first stage can be classified into two categories, graph embedding (GE) methods and end-to-end (E2E) learning methods. For GE methods, learning graph embedding has its own objective, which may not rely on the CO problems to be solved. The CO problems are solved by independent downstream tasks. For E2E learning methods, the learning of graph embeddings does not have its own objective and is an intermediate step of the learning procedure of solving the CO problems. The works for the second stage can also be classified into two categories, non-autoregressive methods and autoregressive methods. Non-autoregressive methods predict a solution for a CO problem in one shot. A non-autoregressive method predicts a matrix that denotes the probability of each node/edge being a part of a solution of the CO problem. The solution can be computed from the matrix. Autoregressive methods iteratively extend a partial solution step by step. At each step, an autoregressive method predicts a node/edge conditioned to current partial solution, which is used to its extension. In this survey, we provide a thorough overview of recent studies of the graph learning-based CO methods. The survey ends with several remarks on future research directions.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
