Learning Graph Structures with Transformer for Multivariate Time Series Anomaly Detection in IoT
Many real-world IoT systems, which include a variety of internet-connected sensory devices, produce substantial amounts of multivariate time series data. Meanwhile, vital IoT infrastructures like smart power grids and water distribution networks are frequently targeted by cyber-attacks, making anomaly detection an important study topic. Modeling such relatedness is, nevertheless, unavoidable for any efficient and effective anomaly detection system, given the intricate topological and nonlinear connections that are originally unknown among sensors. Furthermore, detecting anomalies in multivariate time series is difficult due to their temporal dependency and stochasticity. This paper presented GTA, a new framework for multivariate time series anomaly detection that involves automatically learning a graph structure, graph convolution, and modeling temporal dependency using a Transformer-based architecture. The connection learning policy, which is based on the Gumbel-softmax sampling approach to learn bi-directed links among sensors directly, is at the heart of learning graph structure. To describe the anomaly information flow between network nodes, we introduced a new graph convolution called Influence Propagation convolution. In addition, to tackle the quadratic complexity barrier, we suggested a multi-branch attention mechanism to replace the original multi-head self-attention method. Extensive experiments on four publicly available anomaly detection benchmarks further demonstrate the superiority of our approach over alternative state-of-the-arts. Codes are available at https://github.com/ZEKAICHEN/GTA.
Code (1)
Tasks
Anomaly DetectionTime SeriesTime Series AnalysisTime Series Anomaly DetectionMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Entropy Causal Graphs for Multivariate Time Series Anomaly Detection
Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series da…
Anomaly DetectionTime SeriesTime Series Anomaly DetectionSageFormer: Series-Aware Framework for Long-term Multivariate Time Series Forecasting
In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challen…
Multivariate Time Series ForecastingTime SeriesTime Series ForecastingExpressing Multivariate Time Series as Graphs with Time Series Attention Transformer
A reliable and efficient representation of multivariate time series is crucial in various downstream machine learning tasks. In multivariate time series forecasting, each variable depends on its historical values and the…
Multivariate Time Series ForecastingRepresentation LearningTime SeriesTime Series Analysis+1EdgeConvFormer: Dynamic Graph CNN and Transformer based Anomaly Detection in Multivariate Time Series
Transformer-based models for anomaly detection in multivariate time series can benefit from the self-attention mechanism due to its advantage in modeling long-term dependencies. However, Transformer-based anomaly detecti…
Anomaly DetectionTime SeriesHGTS-Former: Hierarchical HyperGraph Transformer for Multivariate Time Series Analysis
Multivariate time series analysis has long been one of the key research topics in the field of artificial intelligence. However, analyzing complex time series data remains a challenging and unresolved problem due to its …
Time Series Analysis