Anomalous Agreement: How to find the Ideal Number of Anomaly Classes in Correlated, Multivariate Time Series Data

Fuente: arXiv
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Auteurs principaux: Rewicki, Ferdinand, Denzler, Joachim, Niebling, Julia
Format: Preprint
Publié: 2025
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author Rewicki, Ferdinand
Denzler, Joachim
Niebling, Julia
author_facet Rewicki, Ferdinand
Denzler, Joachim
Niebling, Julia
contents Detecting and classifying abnormal system states is critical for condition monitoring, but supervised methods often fall short due to the rarity of anomalies and the lack of labeled data. Therefore, clustering is often used to group similar abnormal behavior. However, evaluating cluster quality without ground truth is challenging, as existing measures such as the Silhouette Score (SSC) only evaluate the cohesion and separation of clusters and ignore possible prior knowledge about the data. To address this challenge, we introduce the Synchronized Anomaly Agreement Index (SAAI), which exploits the synchronicity of anomalies across multivariate time series to assess cluster quality. We demonstrate the effectiveness of SAAI by showing that maximizing SAAI improves accuracy on the task of finding the true number of anomaly classes K in correlated time series by 0.23 compared to SSC and by 0.32 compared to X-Means. We also show that clusters obtained by maximizing SAAI are easier to interpret compared to SSC.
format Preprint
id arxiv_https___arxiv_org_abs_2501_07172
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Anomalous Agreement: How to find the Ideal Number of Anomaly Classes in Correlated, Multivariate Time Series Data
Rewicki, Ferdinand
Denzler, Joachim
Niebling, Julia
Machine Learning
Artificial Intelligence
Detecting and classifying abnormal system states is critical for condition monitoring, but supervised methods often fall short due to the rarity of anomalies and the lack of labeled data. Therefore, clustering is often used to group similar abnormal behavior. However, evaluating cluster quality without ground truth is challenging, as existing measures such as the Silhouette Score (SSC) only evaluate the cohesion and separation of clusters and ignore possible prior knowledge about the data. To address this challenge, we introduce the Synchronized Anomaly Agreement Index (SAAI), which exploits the synchronicity of anomalies across multivariate time series to assess cluster quality. We demonstrate the effectiveness of SAAI by showing that maximizing SAAI improves accuracy on the task of finding the true number of anomaly classes K in correlated time series by 0.23 compared to SSC and by 0.32 compared to X-Means. We also show that clusters obtained by maximizing SAAI are easier to interpret compared to SSC.
title Anomalous Agreement: How to find the Ideal Number of Anomaly Classes in Correlated, Multivariate Time Series Data
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2501.07172