论文标题

多变量时间序列异常检测,很少有阳性样品

Multivariate Time Series Anomaly Detection with Few Positive Samples

论文作者

Xue, Feng, Yan, Weizhong

论文摘要

鉴于在现实世界应用中缺乏异常情况,大多数文献一直集中在建模正常上。学到的表示形式可以通过训练正态性模型来捕获正常情况下的某些键基础数据规律,从而实现异常检测。在实际环境中,尤其是工业时间序列异常检测中,我们经常遇到情况,这些情况以及随着时间的推移收集的少量异常事件提供了大量的正常操作数据。这种实际情况要求方法学来利用这些少量的异常事件来创建更好的异常检测器。在本文中,我们介绍了两种方法来满足这种实际情况的需求,并将它们与最近开发的最新技术进行了比较。我们提出的方法锚定在具有自回归(AR)模型的代表性学习方面以及损失组件上,以鼓励将正常与几个积极示例分开的表示形式。我们将提出的方法应用于两个工业异常检测数据集,并与文献相比表现出有效的性能。我们的研究还指出了在实际应用中采用此类方法的其他挑战。

Given the scarcity of anomalies in real-world applications, the majority of literature has been focusing on modeling normality. The learned representations enable anomaly detection as the normality model is trained to capture certain key underlying data regularities under normal circumstances. In practical settings, particularly industrial time series anomaly detection, we often encounter situations where a large amount of normal operation data is available along with a small number of anomaly events collected over time. This practical situation calls for methodologies to leverage these small number of anomaly events to create a better anomaly detector. In this paper, we introduce two methodologies to address the needs of this practical situation and compared them with recently developed state of the art techniques. Our proposed methods anchor on representative learning of normal operation with autoregressive (AR) model along with loss components to encourage representations that separate normal versus few positive examples. We applied the proposed methods to two industrial anomaly detection datasets and demonstrated effective performance in comparison with approaches from literature. Our study also points out additional challenges with adopting such methods in practical applications.

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