用快速浅层网络实现高效时间序列异常检测
A New Perspective on Time Series Anomaly Detection: Faster Patch-based Broad Learning System
- 基于分块和对比学习构建快速检测框架
- 在5个真实数据集上优于主流深度与机器学习方法
- 适合追求速度与精度平衡的工业级应用
近年来,时间序列异常检测(TSAD)在学术界和工业界均成为研究热点。尽管深度学习表现优异,但其计算速度慢限制了实际应用。广义学习系统(BLS)作为浅层网络框架,具备优化简便、速度快的优势,已展现出超越传统机器学习并媲美深度学习的性能。本文提出对比分块广义学习系统(CPatchBLS),融合分块技术与简单核扰动(SKP),通过对比学习捕捉正常与异常数据在不同表征下的差异。为弥补分块导致的时间语义损失,引入模型层级集成机制,利用BLS快速提取特征的能力提升检测效果。在五个真实世界时间序列异常检测数据集上的实验表明,该方法不仅显著优于以往深度学习与机器学习方法,且保持了极高的计算效率。
原文摘要 · Abstract (English)
Time series anomaly detection (TSAD) has been a research hotspot in both academia and industry in recent years. Deep learning methods have become the mainstream research direction due to their excellent performance. However, new viewpoints have emerged in recent TSAD research. Deep learning is not required for TSAD due to limitations such as slow deep learning speed. The Broad Learning System (BLS) is a shallow network framework that benefits from its ease of optimization and speed. It has been shown to outperform machine learning approaches while remaining competitive with deep learning. Based on the current situation of TSAD, we propose the Contrastive Patch-based Broad Learning System (CPatchBLS). This is a new exploration of patching technique and BLS, providing a new perspective for TSAD. We construct Dual-PatchBLS as a base through patching and Simple Kernel Perturbation (SKP) and utilize contrastive learning to capture the differences between normal and abnormal data under different representations. To compensate for the temporal semantic loss caused by various patching, we propose CPatchBLS with model level integration, which takes advantage of BLS's fast feature to build model-level integration and improve model detection. Using five real-world series anomaly detection datasets, we confirmed the method's efficacy, outperforming previous deep learning and machine learning methods while retaining a high level of computing efficiency.
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