用Transformer改进多变量时间序列异常定位,提升精准度。
Transformer-based Multivariate Time Series Anomaly Localization
- 基于自注意力机制分析正常与异常状态,设计分阶段定位流程。
- 提出STAS和SFAS双指标,定位准确率显著优于现有方法。
- 适合需要高精度异常定位的工业物联网系统监控场景。
随着网络物理系统(CPS)和物联网(IoT)的复杂性增加,传感器在线监测产生大量多变量时间序列(MTS)数据。因此,对MTS进行鲁棒的异常诊断对保障系统可靠性与安全性至关重要。尽管异常检测已有显著进展,但异常定位仍研究不足,而其对智能决策极为关键。本文提出一种基于Transformer的无监督异常诊断模型,聚焦于提升定位性能,深入分析自注意力机制在正常与异常状态下的学习行为。将异常定位问题建模为时间步、窗口和片段三个阶段的处理过程,提出受时空统计模型启发的时空异常得分(STAS),用于捕捉个体异常行为与系列间依赖关系,实现更优定位。此外,统计特征异常得分(SFAS)通过分析异常附近的统计特征辅助判断,两者结合有效降低误报率。在真实与合成数据集上的实验表明,该模型在检测与定位任务上均优于当前最优方法。
原文摘要 · Abstract (English)
With the growing complexity of Cyber-Physical Systems (CPS) and the integration of Internet of Things (IoT), the use of sensors for online monitoring generates large volume of multivariate time series (MTS) data. Consequently, the need for robust anomaly diagnosis in MTS is paramount to maintaining system reliability and safety. While significant advancements have been made in anomaly detection, localization remains a largely underexplored area, though crucial for intelligent decision-making. This paper introduces a novel transformer-based model for unsupervised anomaly diagnosis in MTS, with a focus on improving localization performance, through an in-depth analysis of the self-attention mechanism's learning behavior under both normal and anomalous conditions. We formulate the anomaly localization problem as a three-stage process: time-step, window, and segment-based. This leads to the development of the Space-Time Anomaly Score (STAS), a new metric inspired by the connection between transformer latent representations and space-time statistical models. STAS is designed to capture individual anomaly behaviors and inter-series dependencies, delivering enhanced localization performance. Additionally, the Statistical Feature Anomaly Score (SFAS) complements STAS by analyzing statistical features around anomalies, with their combination helping to reduce false alarms. Experiments on real world and synthetic datasets illustrate the model's superiority over state-of-the-art methods in both detection and localization tasks.
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