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Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on two-way data, in which a data matrix is observed at each time step. Leveraging recent advances in matrix-native recurrent neural networks, we investigated strategies for data arrangement and unsupervised training for temporal multiway anomaly detection. These include compressing-decompressing, encoding-predicting, and temporal data differencing. We conducted a comprehensive suite of experiments to evaluate model behaviors under various settings on synthetic data, moving digits, and ECG recordings. We found interesting phenomena not previously reported. These include the capacity of the compact matrix LSTM to compress noisy data near perfectly, making the strategy of compressing-decompressing data ill-suited for anomaly detection under the noise. Also, long sequence of vectors can be addressed directly by matrix models that allow very long context and multiple step prediction. Overall, the encoding-predicting strategy works very well for the matrix LSTMs in the conducted experiments, thanks to its compactness and better fit to the data dynamics.
The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive maintenance is a s
Despite the superior performance in modeling complex patterns to address challenging problems, the black-box nature of Deep Learning (DL) methods impose limitations to their application in real-world critical domains. The lack of a smooth manner for
Anomaly detection plays a crucial role in various real-world applications, including healthcare and finance systems. Owing to the limited number of anomaly labels in these complex systems, unsupervised anomaly detection methods have attracted great a
Unsupervised anomaly discovery in stream data is a research topic with many practical applications. However, in many cases, it is not easy to collect enough training data with labeled anomalies for supervised learning of an anomaly detector in order
Modern vehicles have multiple electronic control units (ECUs) that are connected together as part of a complex distributed cyber-physical system (CPS). The ever-increasing communication between ECUs and external electronic systems has made these vehi