论文标题
集合语法诱导用于检测时间序列异常
Ensemble Grammar Induction For Detecting Anomalies in Time Series
论文作者
论文摘要
时间序列异常检测是一项重要任务,应用在各种域中。近年来已经提出了许多方法,但通常要求提前知道异常的长度并作为输入参数。这限制了算法的实用性,因为这些信息通常是未知的,或者可能在数据中共存不同的异常。为了解决此限制,已经提出了基于语法诱导的线性时间异常检测算法。尽管该算法可以找到可变长度模式,但在离散步骤中至少需要至少两个参数的预选值。如何正确选择这些参数值仍然是一个开放的问题。在本文中,我们介绍了利用集合学习的基于语法诱导的异常检测方法。该方法不是使用特定的参数值选择用于异常检测,而是根据使用不同参数值获得的一组结果生成最终结果。我们证明,所提出的集合方法可以胜过基于语法诱导的方法,其方法用于选择参数值的不同标准。我们还表明,所提出的方法可以实现类似于最先进的基于距离的异常检测算法的性能。
Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and provided as an input parameter. This limits the practicality of the algorithms, as such information is often unknown in advance, or anomalies with different lengths might co-exist in the data. To address this limitation, previously, a linear time anomaly detection algorithm based on grammar induction has been proposed. While the algorithm can find variable-length patterns, it still requires preselecting values for at least two parameters at the discretization step. How to choose these parameter values properly is still an open problem. In this paper, we introduce a grammar-induction-based anomaly detection method utilizing ensemble learning. Instead of using a particular choice of parameter values for anomaly detection, the method generates the final result based on a set of results obtained using different parameter values. We demonstrate that the proposed ensemble approach can outperform existing grammar-induction-based approaches with different criteria for selection of parameter values. We also show that the proposed approach can achieve performance similar to that of the state-of-the-art distance-based anomaly detection algorithm.