skip to main content
10.1145/3603273.3635670acmotherconferencesArticle/Chapter ViewAbstractPublication PagesaaiaConference Proceedingsconference-collections
research-article

Anomaly Detection of Small Time Series Data Based on Improved Generative Adversarial Networks

Published:09 January 2024Publication History

ABSTRACT

Small sample time series anomaly detection, as an important part of time series research, has attracted extensive attention and research in both academia and industry. The superior performance of deep learning for time series anomaly detection is largely due to the large number of training samples. However, the problem of difficult data collection leading to inaccurate modelling is common in practice. The solution to the problem of small-sample problem of anomaly detection on time series data, this paper proposes a small-sample time series data anomaly detection method ADGAN based on adversarial learning, which firstly uses the generative adversarial network as the basic framework with different network structures, in which the generative network integrates the TCN and the self-attention mechanism to achieve better data reconstruction results, and then the single-layer LSTM is used as the discriminative mechanism. The single-layer LSTM is used as the discriminative network, and the model can effectively detect anomalies in small-sample time series data through the improved GAN network structure. The experimental results on the NAB dataset show that this method has certain advantages in improving the detection accuracy and efficiency.

References

  1. DING X O, YU S J, WANG M X, Anomaly Detection on Industrial Time Series Based on Correlation Analysis[J]. Journal of Software, 2020, 31(3): 22. (in Chinese)Google ScholarGoogle Scholar
  2. ZHAO P, CHANG X, WANG M. A Novel Multi- variate Time-Series Anomaly Detection Approach Using an Unsupervised Deep Neural Network[J]. IEEE Access, 2021, 9: 109025-109041Google ScholarGoogle ScholarCross RefCross Ref
  3. CHOI Y, LIM H, CHOI H, GAN-based Anomaly Detection and Localization of Multivariate Time Series Data for Power Plant[C]//International Conference on Big Data and Smart Computing. 2020: 71-74.Google ScholarGoogle Scholar
  4. SHYAM P, GUPTA S, DUKKIPATI A. Attentive recurrent comparators[C]//Proceedings of the 34th International Conference on Machine Learning. Sydney, Australia: JMLR, 2017: 3173-3181.Google ScholarGoogle Scholar
  5. WANG Y, YAO Q, KWOK J T, Generalizing from a few examples: A survey on few-shot learning[J]. ACM Computing Surveys, 2020, 53(3): 1-34.Google ScholarGoogle Scholar
  6. FAWAZ H I, FORESTIER G, WEBER J, Data augmentation using synthetic data for time series classification with deep residual networks[EB/OL]. (2018-8-7) [2022-12-8]. https://doi.org/10.48550/arXiv.1808.02455.Google ScholarGoogle ScholarCross RefCross Ref
  7. SUN Y, LI S H, CUI C, Improved outlier detection method of power consumer data based on Gaussian kernel function[J]. Power System. Technology., 2018, 42(5):1595-1606. (in Chinese)Google ScholarGoogle Scholar
  8. MONEDERO I, BISCARRI F, LEÓN C, Detection of frauds and other non-technical losses in a power utility using Pearson coefficient, Bayesian networks and decision trees[J]. International Journal of Electrical Power &Energy Systems, 2012, 34(1): 90-98.Google ScholarGoogle ScholarCross RefCross Ref
  9. A. Lavin and S. Ahmad, “Evaluating Real-time Anomaly Detection Algorithms - the Numenta Anomaly Benchmark,” Proceedings - 2015 IEEE 14th International Conference on Machine Learning and Applications, ICMLA 2015, pp. 38–44, 10 2015. [Online]. Available: http://arxiv.org/abs/1510.03336http: //dx.doi.org/10.1109/ICMLA.2015.141Google ScholarGoogle ScholarCross RefCross Ref
  10. A. Lavin, “The Numenta Anomaly Benchmark [White paper],” 2017. [Online]. Available: https://github.com/numenta/NAB/wikiGoogle ScholarGoogle Scholar
  11. Choi K, Yi J, Park C, Deep learning for anomaly detection in time-series data: review, analysis, and guidelines[J]. IEEE Access, 2021, 9: 120043-120065Google ScholarGoogle ScholarCross RefCross Ref
  12. LO Y L, HUANG S C, LU C N. Non-technical loss detection using smart distribution network measurement data[C]//IEEE PES Innovative Smart Grid Technologies.Tianjin: IEEE, 2012: 1-5.Google ScholarGoogle Scholar
  13. Yaacob A H, Tan I K T, Chien S F, Arima based network anomaly detection[C]//2010 Second International Conference on Communication Software and Networks. IEEE, 2010: 205-209.Google ScholarGoogle Scholar
  14. Nakamura T, Imamura M, Mercer R, Merlin: Parameter-free discovery of arbitrary length anomalies in massive time series archives[C]//2020 IEEE international conference on data mining (ICDM). IEEE, 2020: 1190-1195.Google ScholarGoogle Scholar
  15. IANLIANG M, HAIKUN S, LING B. The Application on Intrusion Detection Based on K-means Cluster Algorithm Meng[C]//International Forum on Information Technology and Applications. 2009: 150-152Google ScholarGoogle Scholar
  16. PASSOS JÚNIOR L A, OBA RAMOS C C, RODRIGUES D, Unsupervised non-technical losses identification through optimum-path forest[J]. Electric Power Systems Research, 2016, 140(1): 413-423.Google ScholarGoogle Scholar
  17. PENG Y L, YANG Y N, XU Y J, Electricity theft detection in ami based on clustering and local outlier factor[J]. IEEE Access,2021, 9(1): 107250-107259.Google ScholarGoogle Scholar
  18. HABEEBA R A A, NASARUDDINA F, GANIB A, Real-time Big Data Processing for Anomaly Detection: A Survey[J]. International Journal of Information Management, 2019, 45: 289-307Google ScholarGoogle ScholarDigital LibraryDigital Library
  19. HUNDMAN K, CONSTANTINOU V, LAPORTE C, Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding[C]//International Conference on Knowledge Discovery and Data Mining. 2018: 387- 395Google ScholarGoogle Scholar
  20. XU H, CHEN W, ZHAO N, Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applications[C]//The World Wide Web Conference. 2018: 187-196Google ScholarGoogle Scholar
  21. CHEN N, TU H, DUAN X, Semisupervised Anomaly Detection of Multivariate Time Series Based on a Variational Autoencoder[J]. Applied Intelligence, 2022: 1-25Google ScholarGoogle Scholar
  22. GOODFELLOW I, POUGET-ABADIE J, MIRZA M, Generative adversarial nets[C]//Proceedings of the 27th International Conference on Neural Information Processing Systems. Cambridge MA, USA: MIT Press, 2014: 2672-2680Google ScholarGoogle Scholar
  23. Li D, Chen D, Jin B, MAD-GAN: Multivariate anomaly detection for time series data with generative adversarial networks[C]//Artificial Neural Networks and Machine Learning–ICANN 2019: Text and Time Series: 28th International Conference on Artificial Neural Networks, Munich, Germany, September 17–19, 2019, Proceedings, Part IV. Cham: Springer International Publishing, 2019: 703-716.Google ScholarGoogle Scholar
  24. Ashish Vaswani, Noam Shazeer, Niki Parmar, Jakob Uszkoreit, Llion Jones, Aidan N Gomez, Ł ukasz Kaiser, and Illia Polosukhin. Attention is all you need. In NeurIPS, 2017.Google ScholarGoogle Scholar
  25. Tuli S, Casale G, Jennings N R. Tranad: Deep transformer networks for anomaly detection in multivariate time series data[J]. arXiv preprint arXiv:2201.07284, 2022.Google ScholarGoogle Scholar
  26. BAI S, KOLTER J Z, KOLTUN V. An empirical evaluation of generic convolutional and recurrent networks for sequence modeling[EB/OL]. (2018-5-4) [2022-12-8]. https://doi.org/10.48550/arXiv.1803.01271.Google ScholarGoogle ScholarCross RefCross Ref
  27. LIU F T, TING K M, ZHOU Z H. Isolation Forest[C]//International Conference on Data Mining. 2008: 413-422.Google ScholarGoogle Scholar
  28. ZONG B, SONG Q, MIN M R, Deep Autoencoding Gaussian Mixture Model for Unsupervised Anomaly Detection[C]//International conference on learning representations. 2018: 1-19Google ScholarGoogle Scholar
  29. Hundman K, Constantinou V, Laporte C, Detecting spacecraft anomalies using lstms and nonparametric dynamic thresholding[C]//Proceedings of the 24th ACM SIGKDD international conference on knowledge discovery & data mining. 2018: 387-395.Google ScholarGoogle Scholar
  30. Deng A, Hooi B. Graph neural network-based anomaly detection in multivariate time series[C]//Proceedings of the AAAI conference on artificial intelligence. 2021, 35(5): 4027-4035.Google ScholarGoogle Scholar

Index Terms

  1. Anomaly Detection of Small Time Series Data Based on Improved Generative Adversarial Networks

    Recommendations

    Comments

    Login options

    Check if you have access through your login credentials or your institution to get full access on this article.

    Sign in
    • Published in

      cover image ACM Other conferences
      AAIA '23: Proceedings of the 2023 International Conference on Advances in Artificial Intelligence and Applications
      November 2023
      406 pages
      ISBN:9798400708268
      DOI:10.1145/3603273

      Copyright © 2023 ACM

      Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than the author(s) must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

      Publisher

      Association for Computing Machinery

      New York, NY, United States

      Publication History

      • Published: 9 January 2024

      Permissions

      Request permissions about this article.

      Request Permissions

      Check for updates

      Qualifiers

      • research-article
      • Research
      • Refereed limited
    • Article Metrics

      • Downloads (Last 12 months)18
      • Downloads (Last 6 weeks)5

      Other Metrics

    PDF Format

    View or Download as a PDF file.

    PDF

    eReader

    View online with eReader.

    eReader

    HTML Format

    View this article in HTML Format .

    View HTML Format