GraphSubDetector: Time Series Subsequence Anomaly Detection via Density-Aware Adaptive Graph Neural Network

Fuente: arXiv
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Autori principali: Chen, Weiqi, Zhou, Zhiqiang, Wen, Qingsong, Sun, Liang
Natura: Preprint
Pubblicazione: 2024
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author Chen, Weiqi
Zhou, Zhiqiang
Wen, Qingsong
Sun, Liang
author_facet Chen, Weiqi
Zhou, Zhiqiang
Wen, Qingsong
Sun, Liang
contents Time series subsequence anomaly detection is an important task in a large variety of real-world applications ranging from health monitoring to AIOps, and is challenging due to the following reasons: 1) how to effectively learn complex dynamics and dependencies in time series; 2) diverse and complicated anomalous subsequences as well as the inherent variance and noise of normal patterns; 3) how to determine the proper subsequence length for effective detection, which is a required parameter for many existing algorithms. In this paper, we present a novel approach to subsequence anomaly detection, namely GraphSubDetector. First, it adaptively learns the appropriate subsequence length with a length selection mechanism that highlights the characteristics of both normal and anomalous patterns. Second, we propose a density-aware adaptive graph neural network (DAGNN), which can generate further robust representations against variance of normal data for anomaly detection by message passing between subsequences. The experimental results demonstrate the effectiveness of the proposed algorithm, which achieves superior performance on multiple time series anomaly benchmark datasets compared to state-of-the-art algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2411_17218
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle GraphSubDetector: Time Series Subsequence Anomaly Detection via Density-Aware Adaptive Graph Neural Network
Chen, Weiqi
Zhou, Zhiqiang
Wen, Qingsong
Sun, Liang
Machine Learning
Artificial Intelligence
Time series subsequence anomaly detection is an important task in a large variety of real-world applications ranging from health monitoring to AIOps, and is challenging due to the following reasons: 1) how to effectively learn complex dynamics and dependencies in time series; 2) diverse and complicated anomalous subsequences as well as the inherent variance and noise of normal patterns; 3) how to determine the proper subsequence length for effective detection, which is a required parameter for many existing algorithms. In this paper, we present a novel approach to subsequence anomaly detection, namely GraphSubDetector. First, it adaptively learns the appropriate subsequence length with a length selection mechanism that highlights the characteristics of both normal and anomalous patterns. Second, we propose a density-aware adaptive graph neural network (DAGNN), which can generate further robust representations against variance of normal data for anomaly detection by message passing between subsequences. The experimental results demonstrate the effectiveness of the proposed algorithm, which achieves superior performance on multiple time series anomaly benchmark datasets compared to state-of-the-art algorithms.
title GraphSubDetector: Time Series Subsequence Anomaly Detection via Density-Aware Adaptive Graph Neural Network
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2411.17218