Improving deep learning based anomaly detection on multivariate time series through separated anomaly scoring

• The importance of anomaly detection in multivariate time series has led to the development of several prominent deep learning solutions. As a part of the anomaly detection method, the scoring method has shown to be of significant importance when separating non-anomalous points from anomalous ones. At this time, most of the solutions utilize an aggregated score which means that relevant information created by the anomaly detection model might be lost. Therefore, this study has set out to examine to what extent anomaly detection in multivariate time series based on deep learning can be improved if all the residuals from each individual channel is considered in the anomaly score. To achieve this, an aggregated and separated scoring method has been applied with a simple denoising convulutional autoencoder (DCAE). In addition, the performance has been compared with other state-of-the-art methods. The result showed that the separated approach has the potential to generate a significantly higher performance than the aggregated one. At the same time, there were some indications suggesting that an aggregated scoring is better at generalizing when no labels to base the anomaly thresholds on, are available. Therefore, the result should serve as an encouragement to use a separated scoring approach together with a small sample of labeled anomalies to optimise the thresholds. Lastly, due to the impact of the anomaly score, the result suggests that future research within this field should consider applying the same anomaly scoring method when comparing the performance of deep learning algorithms. 

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)

Nyckelord

Anomaly detection

Anomaly scoring

Deep learning

Generative adversarial networks

Multivariate time series (MVTS)

Optimization

Predictive models

Time series analysis

Training data

Publikations- och innehållstyp

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