Robust Anomaly Detection for Time-series Data
- URL: http://arxiv.org/abs/2202.02721v1
- Date: Sun, 6 Feb 2022 07:09:57 GMT
- Title: Robust Anomaly Detection for Time-series Data
- Authors: Min Hu, Yi Wang, Xiaowei Feng, Shengchen Zhou, Zhaoyu Wu, Yuan Qin
- Abstract summary: This research combined the strengths of negative selection, unthresholded recurrence plots, and an extreme learning machine autoencoder.
It proposed robust anomaly detection for time-series data (RADTD), which can automatically learn dynamical features in time series.
Experiments showed that RADTD possessed higher accuracy and robustness than recurrence qualification analysis and extreme learning machine autoencoder.
- Score: 8.206500786061406
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Time-series anomaly detection plays a vital role in monitoring complex
operation conditions. However, the detection accuracy of existing approaches is
heavily influenced by pattern distribution, existence of multiple normal
patterns, dynamical features representation, and parameter settings. For the
purpose of improving the robustness and guaranteeing the accuracy, this
research combined the strengths of negative selection, unthresholded recurrence
plots, and an extreme learning machine autoencoder and then proposed robust
anomaly detection for time-series data (RADTD), which can automatically learn
dynamical features in time series and recognize anomalies with low label
dependency and high robustness. Yahoo benchmark datasets and three tunneling
engineering simulation experiments were used to evaluate the performance of
RADTD. The experiments showed that in benchmark datasets RADTD possessed higher
accuracy and robustness than recurrence qualification analysis and extreme
learning machine autoencoder, respectively, and that RADTD accurately detected
the occurrence of tunneling settlement accidents, indicating its remarkable
performance in accuracy and robustness.
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