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A Cross-Layered Cluster Embedding Learning Network with Regularization for Multivariate Time Series Anomaly Detection

The Journal of Supercomputing(2023)

Hunan Normal University | Providence University

Cited 0|Views17
Abstract
The devices deployed across diverse industrial scenarios have generated significant network traffic related to time. The system’s irregular operation could result in substantial bad influence. Anomaly detection technologies utilized for identifying possible non-standard behaviours are paramount; furthermore, multivariate time series exhibit complex dependencies besides temporal correlation. However, most previous methods merely consider the temporal and variable correlation of time series data, neglecting the distance metrics among the sequences, leading to a deficiency in the model’s anomaly detection ability. We propose a multivariate time series anomaly detection model based on the encoder–decoder architecture (CCER-ED). The model considers the similarity measure between temporal subsequences and designs a multi-scale feature embedding module for leveraging more interrelated properties. Moreover, the interrelations among sensors are explicitly learned using a manifold regularization graph structure. On this basis, an improved data fusion approach based on a multi-head self-attention mechanism is designed for capturing global feature representation, effectively integrating various aspects of information. Evaluations using the real-world datasets SWAT and WADI and performance analysis show that the proposed approach achieves improvement over the baselines in the recall and F1-score of anomaly detection performance at 9.3% and 8.5% (maximum), respectively, outperforming other existing methods.
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Key words
Anomaly detection,Multivariate time series,Graph structure,Cluster embedding,Attention mechanism
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要点:本文提出了一种基于正则化的多变量时间序列异常检测模型。该模型考虑了时间子序列之间的相似性以及多尺度特征嵌入模块的设计,能够有效地捕捉全局特征表示,并在实验中取得了优于基准方法的性能。

方法:本文基于编码-解码结构设计了一个多变量时间序列异常检测模型,采用了多尺度特征嵌入模块和正则化图结构学习传感器之间的关系,同时使用了多头自注意机制的改进数据融合方法。

实验:使用了真实世界的SWAT和WADI数据集进行评估,并通过性能分析表明,所提出的方法在异常检测性能的召回率和F1分数上相比其他现有方法分别提高了9.3%和8.5%(最大值)。