自适应学习时间序列异常子序列,提升检测精度与鲁棒性。
GraphSubDetector: Time Series Subsequence Anomaly Detection via Density-Aware Adaptive Graph Neural Network
- 通过动态选择子序列长度,捕捉正常与异常模式特征。
- 提出密度感知图神经网络,增强对正常数据波动的鲁棒性。
- 适用于医疗监控、AIOps等复杂时序场景,无需预设长度。
时间序列子序列异常检测在健康监测到AIOps等众多实际应用中至关重要,但面临三大挑战:如何有效学习时间序列中的复杂动态与依赖关系;异常子序列多样且复杂,正常模式本身存在固有变异与噪声;现有算法通常需预先设定子序列长度,难以适应不同场景。本文提出GraphSubDetector方法,首先设计长度选择机制,自适应学习最优子序列长度,突出正常与异常模式特征;其次提出密度感知自适应图神经网络(DAGNN),通过子序列间的消息传递生成更鲁棒的表示,以应对正常数据的波动。实验表明,该方法在多个主流时间序列异常检测基准数据集上优于当前最先进算法。
原文摘要 · Abstract (English)
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.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。