论文标题
具有多分辨率集合和多变量时间序列异常检测的多分辨率集合和预测编码的复发自动编码器
Recurrent Auto-Encoder With Multi-Resolution Ensemble and Predictive Coding for Multivariate Time-Series Anomaly Detection
论文作者
论文摘要
由于大规模的时间序列数据可以在现实世界应用中很容易找到,因此多元时间序列异常检测在不同行业中起着至关重要的作用。它可以通过防止故障和基于时间序列数据检测异常来提高生产率和降低维护成本。但是,多元时间序异常检测是具有挑战性的,因为现实世界中的时间序列数据表现出复杂的时间依赖性。对于此任务,学习有效包含正常行为的非线性时间动态的丰富表示至关重要。在这项研究中,我们提出了一个名为RAE-MEPC的无监督的多元时间序列检测模型,该模型rae-Mepc,根据多分辨率集合和预测性编码学习信息丰富的正常表示。我们介绍了多分辨率集合编码,以从输入时间序列捕获多尺度依赖性。编码器分层汇总的时间特征从具有不同编码长度的子编码器中提取的时间特征。从这些编码的功能中,重建解码器基于多分辨率集合解码重建输入时间序列,其中较低分辨率信息有助于解释具有较高分辨率输出的子编码器。进一步介绍了预测性编码,以鼓励模型学习时间序列的时间依赖性。现实世界基准数据集的实验表明,所提出的模型的表现优于多元时间序列异常检测的基准模型。
As large-scale time-series data can easily be found in real-world applications, multivariate time-series anomaly detection has played an essential role in diverse industries. It enables productivity improvement and maintenance cost reduction by preventing malfunctions and detecting anomalies based on time-series data. However, multivariate time-series anomaly detection is challenging because real-world time-series data exhibit complex temporal dependencies. For this task, it is crucial to learn a rich representation that effectively contains the nonlinear temporal dynamics of normal behavior. In this study, we propose an unsupervised multivariate time-series anomaly detection model named RAE-MEPC which learns informative normal representations based on multi-resolution ensemble and predictive coding. We introduce multi-resolution ensemble encoding to capture the multi-scale dependency from the input time series. The encoder hierarchically aggregates the temporal features extracted from the sub-encoders with different encoding lengths. From these encoded features, the reconstruction decoder reconstructs the input time series based on multi-resolution ensemble decoding where lower-resolution information helps to decode sub-decoders with higher-resolution outputs. Predictive coding is further introduced to encourage the model to learn the temporal dependencies of the time series. Experiments on real-world benchmark datasets show that the proposed model outperforms the benchmark models for multivariate time-series anomaly detection.