论文标题
多变量时间序列检测的无监督的短期和长期掩码表示
An Unsupervised Short- and Long-Term Mask Representation for Multivariate Time Series Anomaly Detection
论文作者
论文摘要
多变量时间序列的异常检测对于系统行为监测有意义。本文提出了一种基于无监督的短期和长期面具表示学习（SLMR）的异常检测方法。主要思想是分别使用多尺度的残余卷积和门控复发单元（GRU）提取多变量时间序列的短期局部依赖模式和长期全球趋势模式。此外，我们的方法可以通过结合时空掩盖的自我监督表示和序列分裂来理解时间上下文和特征相关性。它认为特征的重要性是不同的，我们介绍了注意机制以调整每个功能的贡献。最后，将基于预测的模型和基于重建的模型集成在一起，以关注单时间戳预测和时间序列的潜在表示。实验表明，我们方法的性能优于三个现实世界数据集上的其他最先进的模型。进一步的分析表明，我们的方法擅长可解释性。
Anomaly detection of multivariate time series is meaningful for system behavior monitoring. This paper proposes an anomaly detection method based on unsupervised Short- and Long-term Mask Representation learning (SLMR). The main idea is to extract short-term local dependency patterns and long-term global trend patterns of the multivariate time series by using multi-scale residual dilated convolution and Gated Recurrent Unit(GRU) respectively. Furthermore, our approach can comprehend temporal contexts and feature correlations by combining spatial-temporal masked self-supervised representation learning and sequence split. It considers the importance of features is different, and we introduce the attention mechanism to adjust the contribution of each feature. Finally, a forecasting-based model and a reconstruction-based model are integrated to focus on single timestamp prediction and latent representation of time series. Experiments show that the performance of our method outperforms other state-of-the-art models on three real-world datasets. Further analysis shows that our method is good at interpretability.
