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Multivariate Time-Series Anomaly Detection based on Enhancing Graph Attention Networks with Topological Analysis

2024-08-23 · Zhe Liu, Xiang Huang, Jingyun Zhang, Zhifeng Hao, Li Sun, Hao Peng

Unsupervised anomaly detection in time series is essential in industrial applications, as it significantly reduces the need for manual intervention. Multivariate time series pose a complex challenge due to their feature and temporal dimensions. Traditional methods use Graph Neural Networks (GNNs) or Transformers to analyze spatial while RNNs to model temporal dependencies. These methods focus narrowly on one dimension or engage in coarse-grained feature extraction, which can be inadequate for large datasets characterized by intricate relationships and dynamic changes. This paper introduces a novel temporal model built on an enhanced Graph Attention Network (GAT) for multivariate time series anomaly detection called TopoGDN. Our model analyzes both time and feature dimensions from a fine-grained perspective. First, we introduce a multi-scale temporal convolution module to extract detailed temporal features. Additionally, we present an augmented GAT to manage complex inter-feature dependencies, which incorporates graph topology into node features across multiple scales, a versatile, plug-and-play enhancement that significantly boosts the performance of GAT. Our experimental results confirm that our approach surpasses the baseline models on four datasets, demonstrating its potential for widespread application in fields requiring robust anomaly detection. The code is available at https://github.com/ljj-cyber/TopoGDN.

📄 PDF Abstract BibTeX arXiv:2408.13082

Code (1)

ljj-cyber/topogdn 공식 구현 pytorch

Tasks

Anomaly DetectionGraph AttentionTime SeriesTime Series Anomaly DetectionUnsupervised Anomaly Detection

Methods 이 논문이 사용한 방법론

Softmax The Softmax output function transforms a previous layer's output into a vector of probabilities. It is commonly used for multiclass classification. Given an input vector $x$…
Attention 설명 없음
GAT A Graph Attention Network (GAT) is a neural network architecture that operates on graph-structured data, leveraging masked self-attentional layers to address the shortcomings…
Focus 설명 없음
Convolution A convolution is a type of matrix operation, consisting of a kernel, a small matrix of weights, that slides over input data performing element-wise multiplication with the…

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