Low-rank on Graphs plus Temporally Smooth Sparse Decomposition for
Anomaly Detection in Spatiotemporal Data
- URL: http://arxiv.org/abs/2010.12633v1
- Date: Fri, 23 Oct 2020 19:34:40 GMT
- Title: Low-rank on Graphs plus Temporally Smooth Sparse Decomposition for
Anomaly Detection in Spatiotemporal Data
- Authors: Seyyid Emre Sofuoglu and Selin Aviyente
- Abstract summary: We introduce an unsupervised tensor-based anomaly detection method that takes the sparse and temporally continuous nature of anomalies into account.
The resulting optimization problem is convex, scalable, and is shown to be robust against missing data and noise.
- Score: 37.65687661747699
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Anomaly detection in spatiotemporal data is a challenging problem encountered
in a variety of applications including hyperspectral imaging, video
surveillance, and urban traffic monitoring. Existing anomaly detection methods
are most suited for point anomalies in sequence data and cannot deal with
temporal and spatial dependencies that arise in spatiotemporal data. In recent
years, tensor-based methods have been proposed for anomaly detection to address
this problem. These methods rely on conventional tensor decomposition models,
not taking the structure of the anomalies into account, and are supervised or
semi-supervised. We introduce an unsupervised tensor-based anomaly detection
method that takes the sparse and temporally continuous nature of anomalies into
account. In particular, the anomaly detection problem is formulated as a robust
lowrank + sparse tensor decomposition with a regularization term that minimizes
the temporal variation of the sparse part, so that the extracted anomalies are
temporally persistent. We also approximate rank minimization with graph total
variation minimization to reduce the complexity of the optimization algorithm.
The resulting optimization problem is convex, scalable, and is shown to be
robust against missing data and noise. The proposed framework is evaluated on
both synthetic and real spatiotemporal urban traffic data and compared with
baseline methods.
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