论文标题

对于时间序列数据的鲁棒异常检测

Robust Anomaly Detection for Time-series Data

论文作者

Hu, Min, Wang, Yi, Feng, Xiaowei, Zhou, Shengchen, Wu, Zhaoyu, Qin, Yuan

论文摘要

时间序列异常检测在监测复杂操作条件中起着至关重要的作用。但是,现有方法的检测准确性受模式分布,多种正常模式,动力学特征表示和参数设置的严重影响。为了提高鲁棒性和确保准确性,这项研究结合了负面选择的优势,未缩短的复发图以及极端的学习机自动编码器,然后提出了针对时间序列数据(RADTD)的鲁棒异常检测,这些检测可以自动学习时间系列中的动态功能,并识别出具有较低功能率和高标签性依赖性的动态功能。 Yahoo基准数据集和三个隧道工程模拟实验用于评估RADTD的性能。实验表明,在基准数据集中,RADTD的精度和鲁棒性比复发资格分析和极端学习机自动编码器具有更高的准确性和鲁棒性,并且RADTD准确地检测到了隧道结算事故的发生,表明其准确性和鲁棒性表现出色。

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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