Multi-scale Anomaly Detection for Big Time Series of Industrial Sensors
- URL: http://arxiv.org/abs/2204.08159v1
- Date: Mon, 18 Apr 2022 04:34:15 GMT
- Title: Multi-scale Anomaly Detection for Big Time Series of Industrial Sensors
- Authors: Quan Ding, Shenghua Liu, Bin Zhou, Huawei Shen, Xueqi Cheng
- Abstract summary: We propose a reconstruction-based anomaly detection method, MissGAN, iteratively learning to decode and encode naturally smooth time series.
MissGAN does not need labels or only needs labels of normal instances, making it widely applicable.
- Score: 50.6434162489902
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Given a multivariate big time series, can we detect anomalies as soon as they
occur? Many existing works detect anomalies by learning how much a time series
deviates away from what it should be in the reconstruction framework. However,
most models have to cut the big time series into small pieces empirically since
optimization algorithms cannot afford such a long series. The question is
raised: do such cuts pollute the inherent semantic segments, like incorrect
punctuation in sentences? Therefore, we propose a reconstruction-based anomaly
detection method, MissGAN, iteratively learning to decode and encode naturally
smooth time series in coarse segments, and finding out a finer segment from
low-dimensional representations based on HMM. As a result, learning from
multi-scale segments, MissGAN can reconstruct a meaningful and robust time
series, with the help of adversarial regularization and extra conditional
states. MissGAN does not need labels or only needs labels of normal instances,
making it widely applicable. Experiments on industrial datasets of real water
network sensors show our MissGAN outperforms the baselines with scalability.
Besides, we use a case study on the CMU Motion dataset to demonstrate that our
model can well distinguish unexpected gestures from a given conditional motion.
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