论文标题
重建异常到正常:对抗性和潜在矢量受限的自动编码器,用于时间序列异常检测
Reconstruct Anomaly to Normal: Adversarial Learned and Latent Vector-constrained Autoencoder for Time-series Anomaly Detection
论文作者
论文摘要
时间序列中的异常检测已广泛研究,并具有重要的实际应用。近年来,异常检测算法主要基于深度学习的生成模型,并使用重建误差来检测异常。他们试图通过在训练阶段重建正常数据来捕获正常数据的分布,然后计算测试数据的重建误差以进行异常检测。但是,他们中的大多数仅在训练阶段使用正常数据,并且无法确保异常数据的重建过程。因此,有时也可以很好地重构反应数据,并且重建误差较低,从而导致异常的遗漏。此外,这些算法中尚未完全利用数据点数据点的邻居信息。在本文中,我们提出了基于重建异常的想法正常的概念,并将其应用于无监督的时间序列异常检测。为了最大程度地减少正常数据的重建误差并最大化异常数据的这一点,我们不仅要确保正常数据可以很好地重建,而且还尝试使异常数据的重建与正常数据的分布一致,那么异常将会获得更高的重建错误。我们通过引入“模仿异常数据”并将特殊设计的潜在矢量受限的自动编码器与鉴别器结合以构建对手网络来实现此想法。来自ECG诊断等不同场景的时间序列数据集进行了广泛的实验,还表明RAN可以检测有意义的异常,并且在AUC-ROC方面胜过其他算法。
Anomaly detection in time series has been widely researched and has important practical applications. In recent years, anomaly detection algorithms are mostly based on deep-learning generative models and use the reconstruction error to detect anomalies. They try to capture the distribution of normal data by reconstructing normal data in the training phase, then calculate the reconstruction error of test data to do anomaly detection. However, most of them only use the normal data in the training phase and can not ensure the reconstruction process of anomaly data. So, anomaly data can also be well reconstructed sometimes and gets low reconstruction error, which leads to the omission of anomalies. What's more, the neighbor information of data points in time series data has not been fully utilized in these algorithms. In this paper, we propose RAN based on the idea of Reconstruct Anomalies to Normal and apply it for unsupervised time series anomaly detection. To minimize the reconstruction error of normal data and maximize this of anomaly data, we do not just ensure normal data to reconstruct well, but also try to make the reconstruction of anomaly data consistent with the distribution of normal data, then anomalies will get higher reconstruction errors. We implement this idea by introducing the "imitated anomaly data" and combining a specially designed latent vector-constrained Autoencoder with the discriminator to construct an adversary network. Extensive experiments on time-series datasets from different scenes such as ECG diagnosis also show that RAN can detect meaningful anomalies, and it outperforms other algorithms in terms of AUC-ROC.