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Robust Anomaly Detection for Time-series Data

2022-02-06 · Min Hu, Yi Wang, Xiaowei Feng, Shengchen Zhou, Zhaoyu Wu, Yuan Qin

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.

📄 PDF Abstract BibTeX arXiv:2202.02721

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Anomaly DetectionTime SeriesTime Series AnalysisTime Series Anomaly Detection

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